Ridge estimation of transfer function weights

DOI10.1080/03610919008812867zbMath0718.62161OpenAlexW2088349690MaRDI QIDQ5750202

Per-Olov Edlund

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/03610919008812867

zbMATH Keywords

Monte Carloridge regressionidentification proceduretransfer function modelsequity estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

Cites Work

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• Further results concerning ridge regression
• A Simulation Study of Some Ridge Estimators
• Ridge Regression and James-Stein Estimation: Review and Comments
• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Ridge regression iterative estimation of the biasing parameter
• A simulation study of ridge and other regression estimators
• A Class of Biased Estimators in Linear Regression
• Ridge and related estimation procedures: theory and practice
• A Comparison of Ridge Estimators
• Rational Distributed Lag Functions
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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