Generalized ridge regression estimators under the LINEX loss function

Name: Generalized ridge regression estimators under the LINEX loss function
Creator: Ohtani, K.
Keywords: Ridge regression; shrinkage estimators (Lasso), Estimation in multivariate analysis, ordinary least squares, LINEX loss function, 0101 mathematics, generalized ridge regression, 01 natural sciences, risk performance, OLS estimator

Ohtani, K.

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Article . 1995 . Peer-reviewed

License: Springer TDM

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zbMATH Open

Article . 1995

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https://dx.doi.org/10.1007/bf0...

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Generalized ridge regression estimators under the LINEX loss function

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Dec 1995 English Publisher:Springer Science and Business Media LLCJournal:Statistical Papers, volume 36, pages 99-110 (issn: 0932-5026, eissn: 1613-9798,

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Authors: Ohtani, K.;

doi: 10.1007/bf02926024

Generalized ridge regression estimators under the LINEX loss function

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Abstract

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Related Organizations

Kobe University
Japan

Keywords

Ridge regression; shrinkage estimators (Lasso), Estimation in multivariate analysis, ordinary least squares, LINEX loss function, generalized ridge regression, risk performance, OLS estimator

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