A semiparametric generalized ridge estimator and link with model averaging

Econometric Reviews ◽

10.1080/07474938.2015.1114564 ◽

2015 ◽

Vol 36 (1-3) ◽

pp. 370-384 ◽

Author(s):

Aman Ullah ◽

Alan T. K. Wan ◽

Huansha Wang ◽

Xinyu Zhang ◽

Guohua Zou

Keyword(s):

Model Averaging ◽

Ridge Estimator ◽

Generalized Ridge Estimator

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Generalized ridge estimator in negative binomial regression model

Journal of Physics Conference Series ◽

10.1088/1742-6596/1897/1/012019 ◽

2021 ◽

Vol 1897 (1) ◽

pp. 012019

Author(s):

Nadwa Khazaal Rashad ◽

Nawal Mahmood Hammood ◽

Zakariya Yahya Algamal

Keyword(s):

Regression Model ◽

Negative Binomial ◽

Negative Binomial Regression ◽

Negative Binomial Regression Model ◽

Ridge Estimator ◽

Binomial Regression ◽

Generalized Ridge Estimator

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The Generalized Ridge Estimator of the Inverse Covariance Matrix

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2019.1604374 ◽

2019 ◽

Vol 28 (4) ◽

pp. 932-942 ◽

Author(s):

Wessel N. van Wieringen

Keyword(s):

Covariance Matrix ◽

Ridge Estimator ◽

Inverse Covariance Matrix ◽

Generalized Ridge Estimator

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On small sample properties of the almost unbiased generalized ridge estimator

Communication in Statistics- Theory and Methods ◽

10.1080/03610928608829203 ◽

1986 ◽

Vol 15 (5) ◽

pp. 1571-1578 ◽

Author(s):

Kazuhiro Ohtani

Keyword(s):

Small Sample ◽

Ridge Estimator ◽

Small Sample Properties ◽

Almost Unbiased ◽

Generalized Ridge Estimator

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Subset Selection in Linear Regression Using Generalized Ridge Estimator

Journal of Statistical Theory and Practice ◽

10.1080/15598608.2010.10411993 ◽

2010 ◽

Vol 4 (3) ◽

pp. 375-389

Author(s):

A. V. Dorugade ◽

D. N. Kashid

Keyword(s):

Linear Regression ◽

Subset Selection ◽

Ridge Estimator ◽

Generalized Ridge Estimator

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Generalized ridge estimator and model selection criteria in multivariate linear regression

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2017.12.006 ◽

2018 ◽

Vol 165 ◽

pp. 243-261

Author(s):

Yuichi Mori ◽

Taiji Suzuki

Keyword(s):

Model Selection ◽

Linear Regression ◽

Selection Criteria ◽

Multivariate Linear Regression ◽

Ridge Estimator ◽

Model Selection Criteria ◽

Generalized Ridge Estimator

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Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression

Linear Algebra and its Applications ◽

10.1016/j.laa.2011.08.032 ◽

2012 ◽

Vol 436 (5) ◽

pp. 1238-1245 ◽

Author(s):

Xu-Qing Liu ◽

Hong-Yan Jiang

Keyword(s):

Linear Regression ◽

Cross Validation ◽

Ridge Estimator ◽

Generalized Cross Validation ◽

Validation Criterion ◽

Generalized Ridge Estimator

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The generalized ridge estimator and improved adjustments for regression parameters

Metrika ◽

10.1007/bf01893398 ◽

1977 ◽

Vol 24 (1) ◽

pp. 113-124 ◽

Author(s):

H. Myoken ◽

Y. Uchida

Keyword(s):

Ridge Estimator ◽

Regression Parameters ◽

Generalized Ridge Estimator

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Comparing the predictive ability of Mallows model averaging and pre-test estimators

PsycEXTRA Dataset ◽

10.1037/e602582011-009 ◽

2011 ◽

Author(s):

Yip Chee Yin ◽

Lim Hock Eam ◽

Hong Pei Yee

Keyword(s):

Model Averaging ◽

Predictive Ability ◽

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Selecting Predictors by Using Bayesian Model Averaging in Bridge Models

SSRN Electronic Journal ◽

10.2139/ssrn.2154928 ◽

2012 ◽

Author(s):

Lorenzo Bencivelli ◽

Massimiliano Giuseppe Marcellino ◽

Gianluca Moretti

Keyword(s):

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

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Advancing Style Analysis and Risk Modeling by Incorporating Model Uncertainty with Bayesian Model Averaging

SSRN Electronic Journal ◽

10.2139/ssrn.2346295 ◽

2013 ◽

Author(s):

Hao (David) Zhou

Keyword(s):

Model Uncertainty ◽

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

Style Analysis ◽

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