A note on the moments of stochastic shrinkage parameters in ridge regression

DOI10.1080/03610910008813648zbMath1008.62066OpenAlexW2025841373MaRDI QIDQ4784255

Hernán Rubio, Luis Firinguetti

Publication date: 10 April 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://si2.bcentral.cl/public/pdf/documentos-trabajo/pdf/dtbc65.pdf

zbMATH Keywords

ridge regression estimatorsshrinkage parameters

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (6)

THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION ⋮ MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ On the distribution of shrinkage parameters of Liu-type estimators ⋮ Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated ⋮ The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator

Cites Work

• Some properties of generalized ridge estimators
• Bounds on the biasing parameter in ridge regression
• Ridge regression:some simulations
• A simulation study of ridge and other regression estimators
• A Class of Biased Estimators in Linear Regression
• A Statistical View of Some Chemometrics Regression Tools
• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables

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