Some properties of generalized ridge estimators
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610918308812316
Reference10 articles.
1. Ridge Regression and James-Stein Estimation: Review and Comments
2. Finite Sample Properties of Ridge Estimators
3. An Explicit Solution for Generalized Ridge Regression
4. Explicit and Constrained Generalized Ridge Estimation
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1. A semiparametric generalized ridge estimator and link with model averaging;Econometric Reviews;2015-11-05
2. EXACT MOMENTS OF FEASIBLE GENERALIZED RIDGE REGRESSION ESTIMATOR AND NUMERICAL EVALUATIONS;Journal of the Japanese Society of Computational Statistics;2008
3. THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION;Communications in Statistics - Theory and Methods;2002-08-21
4. On generalized ridge regression estimators under collinearity and balanced loss;Applied Mathematics and Computation;2002-07
5. A note on the moments of stochastic shrinkage parameters in ridge regression;Communications in Statistics - Simulation and Computation;2000-01
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