Singular Ridge Regression With Stochastic Constraints

DOI10.1080/03610926.2012.763097zbMath1328.62456OpenAlexW2083188997MaRDI QIDQ5259130

Mohammad Arashi, Mohammad Janfada, Mina Norouzirad

Publication date: 24 June 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.763097

zbMATH Keywords

elliptically contoured distributionridge regressionpreliminary test estimatorsingular model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (8)

Robust ridge estimator in restricted semiparametric regression models ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ On the ridge regression estimator with sub-space restriction ⋮ Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models

Cites Work

• Efficiency of the modified jackknifed Liu-type estimator
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• An alternative stochastic restricted Liu estimator in linear regression
• Ridge Estimation under the Stochastic Restriction
• A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
• Liu-type estimator in semiparametric regression models
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• A new class of blased estimate in linear regression
• Performance of some new preliminary test ridge regression estimators and their properties
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Performance of Some New Ridge Regression Estimators
• Using Liu-Type Estimator to Combat Collinearity
• More on the restricted ridge regression estimation
• A new ridge-type estimator in stochastic restricted linear regression
• Ridge Estimation to the Restricted Linear Model
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Improvement of the Liu Estimator in Weighted Mixed Regression

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