Predictive efficiency of ridge regression estimator

DOI10.2298/YJOR170114014TzbMath1474.62271MaRDI QIDQ4987693

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Publication date: 3 May 2021

Published in: Yugoslav Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

linear regression modelridge regression estimatorleast squares predictorprediction within and outside sampleprior non-sample informationridge regression predictor

Mathematics Subject Classification ID

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

Cites Work

• Pre-test procedures and forecasting in the regression model under restrictions
• Linear models. Least squares and alternatives
• Ridge regression:some simulations
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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