The conditional ridge-type estimation in singular linear model with linear equality restrictions

DOI10.1080/02331880701579683zbMath1128.62078OpenAlexW1984675155MaRDI QIDQ5441020

Hu Yang, Chun-Mei Zhang

Publication date: 7 February 2008

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701579683

zbMATH Keywords

restricted least squares estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30) Generalized linear models (logistic models) (62J12)

Related Items (4)

Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror ⋮ Feasible ridge estimator in partially linear models ⋮ Ridge regression methodology in partial linear models with correlated errors ⋮ Two Kinds of Restricted Estimators in Singular Linear Regression

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