More on the restricted ridge regression estimation

DOI10.1080/00949655.2010.491480zbMath1327.62405OpenAlexW2081458895MaRDI QIDQ5300745

Sadullah Sakallıoğlu, Hüseyin Güler, Selahattin Kaçıranlar, M. Revan Özkale

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.491480

zbMATH Keywords

ridge regressionmean square errormulticollinearityrestricted least squaresrestricted ridge regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (19)

Robust ridge estimator in restricted semiparametric regression models ⋮ Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ Feasible generalized Stein-rule restricted ridge regression estimators ⋮ The relative efficiency of the restricted estimators in linear regression models ⋮ Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses ⋮ The feasible generalized restricted ridge regression estimator ⋮ On Minimaxity and Limit of Risks Ratio of James-Stein Estimator Under the Balanced Loss Function ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ Inequality constrained ridge regression estimator ⋮ Unnamed Item ⋮ A Simulation Study on Some Restricted Ridge Regression Estimators ⋮ Modified and Restricted r-k Class Estimators ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Restricted Two Parameter Ridge Estimator ⋮ Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator ⋮ The stochastic restricted ridge estimator in generalized linear models ⋮ Predictive performance of linear regression models ⋮ Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function ⋮ Singular Ridge Regression With Stochastic Constraints

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