Performance of ridge estimator in skew-normal mode regression model

DOI10.1080/03610918.2021.1874990OpenAlexW3122311374MaRDI QIDQ6116481

Danlu Wang, Xingyun Cao, Liu-Cang Wu

Publication date: 18 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610918.2021.1874990

zbMATH Keywords

EM algorithmmulticollinearityskew-normal distributionridge estimationmode regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Estimation for finite mixture of mode regression models using skew-normal distribution

Cites Work

• Mode regression
• Median regression for SUR models with the same explanatory variables in each equation
• Ridge regression:some simulations
• A simulation study of ridge and other regression estimators
• Statistical Applications of the Multivariate Skew Normal Distribution
• Choosing Ridge Parameter for Regression Problems
• Developing ridge estimation method for median regression
• Some ridge regression estimators for the zero-inflated Poisson model
• A Simulation Study of Some Biasing Parameters for the Ridge Type Estimation of Poisson Regression
• Performance of Kibria, Khalaf, and Shurkur's methods when the eigenvalues are skewed
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Performance of ridge estimator in inverse Gaussian regression model
• A Comparative Study on the Performance of New Ridge Estimators
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