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Theory of ridge regression estimators with applications

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Author(s): Arashi, Mohammad; Kibria, B. M. Golam; Saleh, A. K. Md. Ehsanes
Series: Wiley series in probability and statistics
Publisher: John Wiley & Sons
Year: 2019

Language: English
Pages: 342
Tags: Ridge regression (Statistics)

Content: Introduction to ridge regression --
Location and simple linear models --
ANOVA model --
Seemingly unrelated simple linear models --
Multiple linear regression models --
Ridge regression in theory and applications --
Partially linear regression models --
Logistic regression model --
Regression models with autoregressive errors --
Rank-based shrinkage estimation --
High dimensional ridge regression --
Applications : neural networks and big data.