A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model

DOI10.1080/03610918.2019.1586925zbMath1497.62164OpenAlexW2935635060WikidataQ128106371 ScholiaQ128106371MaRDI QIDQ5082632

B. M. Golam Kibria, M. I. Alheety

Publication date: 21 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2019.1586925

zbMATH Keywords

mean squared error matrixridge regression estimatormixed estimatorunbiased two-parameter estimation

Mathematics Subject Classification ID

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

Cites Work

• An unbiased two-parameter estimation with prior information in linear regression model
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• A New Two-Parameter Estimator in Linear Regression
• Unbiased ridge estimation with prior information and ridge trace
• On the Use of Incomplete Prior Information in Regression Analysis
• A new ridge-type estimator in stochastic restricted linear regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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