Linearized Restricted Ridge Regression Estimator in Linear Regression

DOI10.1080/03610926.2011.575511zbMath1284.62447OpenAlexW2067508669MaRDI QIDQ4904705

Feng Gao, Xu-Qing Liu, Jianwen Xu

Publication date: 31 January 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.575511

zbMATH Keywords

linearized ridge regression estimatorgeneralized Liu estimatorgeneralized ridge regression estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Efficiency of a stochastic restricted two-parameter estimator in linear regression ⋮ More on the two-parameter estimation in the restricted regression ⋮ Linear minimax prediction of finite population regression coefficient under a balanced loss function

Cites Work

• A new biased estimator based on ridge estimation
• An alternative stochastic restricted Liu estimator in linear regression
• Restricted ridge estimation.
• Linearized Ridge Regression Estimator in Linear Regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation

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