Shrinkage Ridge Estimators in Linear Regression

DOI10.1080/03610918.2012.718838zbMath1291.62135OpenAlexW1968791294MaRDI QIDQ5415892

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Publication date: 19 May 2014

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

Full work available at URL: https://doi.org/10.1080/03610918.2012.718838

zbMATH Keywords

risk analysiselliptically contoured distributionregressionpositive-rule shrinkage ridge regressionpreliminary test ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Related Items (8)

Bayesian estimation of ridge parameter under different loss functions ⋮ Bayesian estimation of the shrinkage parameter in ridge regression ⋮ Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime ⋮ Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ Study of partial least squares and ridge regression methods ⋮ Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data ⋮ Shrinkage estimation in system regression model

Cites Work

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• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Estimation of parameters of parallelism model with elliptically distributed errors
• On some ridge regression estimators: a nonparametric approach
• Performance of some new preliminary test ridge regression estimators and their properties
• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Optimum Critical Value for Pre-Test Estimator
• Estimation and decision for linear systems with elliptical random processes

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