On generalized ridge regression estimators under collinearity and balanced loss

Applied Mathematics and Computation

Volumn 129, Issue 2-3, 2002, Pages 455-467

  Wan, Alan T K ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Balanced loss; Ridge regression; Risk

Indexed keywords

DECISION THEORY; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PARAMETER ESTIMATION;

RIDGE REGRESSION ESTIMATORS;

REGRESSION ANALYSIS;

EID: 0037054966     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(01)00056-X     Document Type: Article

References (19)

1. Finite sample properties of ridge estimators
2. Further results on the mean square error of ridge regression
3. Some properties of generalized ridge estimators
4. Improved prediction in the presence of multicollinearity
5. Ridge regression: Biased estimation for non-orthogonal problems
6. A class of almost unbiased and efficient estimators of regression coefficients
7. On small sample properties of the almost unbiased generalized ridge estimator
8. Distribution and density functions of the feasible generalized ridge regression estimator
9. Generalized ridge regression estimator under the LINEX loss function
10. Inadmissibility of the Stein-rule estimator under the balanced loss function
11. The optimum addition of points to quadrature formulae
12. Weighted balanced loss function and estimation of the mean time to failure
13. Unbiased estimation of the mean squared error of the feasible generalized ridge regression estimator
14. Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
15. A note on almost unbiased generalized ridge regression estimator under asymmetric loss
16. Bayesian and non-Bayesian estimation using balanced loss functions