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Original Articles

Finite Sample Properties of Ridge Estimators

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Pages 205-212 | Published online: 23 Mar 2012

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Haifeng Xu. (2017) MSE performance and minimax regret significance points for a HPT estimator under a multivariate error distribution. Communications in Statistics - Theory and Methods 46:7, pages 3123-3134.
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Akio Namba & Kazuhiro Ohtani. (2012) MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator. Communications in Statistics - Theory and Methods 41:9, pages 1692-1700.
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Akio Namba & Kazuhiro Ohtani. (2010) Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated. Journal of Statistical Computation and Simulation 80:3, pages 255-262.
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Alan T.K. Wan. (1999) A note on almost unbiased generalized ridge regression estimator under asymmetric loss. Journal of Statistical Computation and Simulation 62:4, pages 411-421.
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Ana Crivelli, Luis Firinguetti, Rosa Montaño & Margarita Muñóz. (1995) Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study. Communications in Statistics - Simulation and Computation 24:3, pages 631-652.
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Hideo Kozumi & Kazuhiro Ohtani. (1994) The general expressions for the moments of lawless and wang's ordinary ridge regression estimator. Communications in Statistics - Theory and Methods 23:10, pages 2755-2774.
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Kazuhiro Ohtani. (1993) Distribution and density functions of the feasible generalized ridge regression estimator. Communications in Statistics - Theory and Methods 22:10, pages 2733-2746.
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V. K. Srivastava & D. E. A. Giles. (1991) Unbiased estimation of the mean squared error of the feasible generalised ridge regression estimator. Communications in Statistics - Theory and Methods 20:8, pages 2375-2386.
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Islam Noor & J.S. Mehta. (1989) A study of some ridge-type shrinkage estimators. Communications in Statistics - Theory and Methods 18:12, pages 4437-4457.
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Kazuhiro Ohtani. (1986) On small sample properties of the almost unbiased generalized ridge estimator. Communications in Statistics - Theory and Methods 15:5, pages 1571-1578.
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G. W. Cran & A. J Bertie. (1985) Minicommunication computation of moments of generalized ridge estimators. Communications in Statistics - Simulation and Computation 14:3, pages 771-774.
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William J. Hemmerle & Michele Boulanger Carey. (1983) Some properties of generalized ridge estimators. Communications in Statistics - Simulation and Computation 12:3, pages 239-253.
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JamesM. Lowerre. (1982) An Introduction to Modern Matrix Methods and Statistics. The American Statistician 36:2, pages 113-115.
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Maurry Tamarkin. (1982) A simulation study of the stochastic ridge k. Communications in Statistics - Simulation and Computation 11:2, pages 159-173.
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Articles from other publishers (9)

Hengqing Tong, T. Krishna Kumar & Yangxin Huang. 2011. Developing Econometrics. Developing Econometrics 29 81 .
Masayuki Jimichi. (2008) EXACT MOMENTS OF FEASIBLE GENERALIZED RIDGE REGRESSION ESTIMATOR AND NUMERICAL EVALUATIONS. Journal of the Japanese Society of Computational Statistics 21:1, pages 1-20.
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Takakatsu Inoue. (2000) RELATIVE EFFICIENCY OF THE EXPANDED DOUBLE F-CLASS GENERALIZED RIDGE ESTIMATORS. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 30:1, pages 89-104.
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Takakatsu Inoue. (1999) DENSITY FUNCTION AND RELATIVE EFFICIENCY OF THE MODIFIED GENERALIZED RIDGE REGRESSION ESTIMATORS. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 29:1, pages 39-54.
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K. Ohtani. (1995) Generalized ridge regression estimators under the LINEX loss function. Statistical Papers 36:1, pages 99-110.
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V. K. Srivastava & D. E. A. Giles. (2008) EXACT FINITE‐SAMPLE PROPERTIES OF A PRE‐TEST ESTIMATOR IN RIDGE REGRESSION. Australian Journal of Statistics 26:3, pages 323-336.
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Ronald G. Askin & Douglas C. Montgomery. (2006) An analysis of constrained robust regression estimators. Naval Research Logistics Quarterly 31:2, pages 283-296.
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V. K. Srivastava & A. Chaturvedi. (1983) Some properties of the distribution of an operational ridge estimator. Metrika 30:1, pages 227-237.
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Ronald G. Askin. (2006) Multicollinearity in regression: Review and examples. Journal of Forecasting 1:3, pages 281-292.
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