Publicación:
ASYMPTOTIC CONFIDENCE INTERVALS IN RIDGE REGRESSION BASED ON THE EDGEWORTH EXPANSIÓN

Vista sencilla de ítem
dc.creatorLUIS ALBERTO FIRINGUETTI LIMONE
dc.date2011
dc.date.accessioned2025-01-10T14:32:34Z
dc.date.available2025-01-10T14:32:34Z
dc.date.issued2011
dc.description.abstractRIDGE REGRESSION TECHNIQUES HAVE BEEN FOUND USEFUL TO REDUCE MEAN SQUARE ERRORS OF PARAMETER ESTIMATES WHEN MULTICOLLINEARITY IS PRESENT. BUT THE USEFULNESS OF THE METHOD REST NOT ONLY UPON ITS ABILITY TO PRODUCE GOOD PARAMETER ESTIMATES, WITH SMALLER MEAN SQUARED ERROR THAN ORDINARY LEAST SQUARES, BUT ALSO ON HAVING REASONABLE INFERENTIAL PROCEDURES. THE AIM OF THIS PAPER IS TO DEVELOP ASYMPTOTIC CONFIDENCE INTERVALS FOR THE MODEL PARAMETERS BASED ON RIDGE REGRESSION ESTIMATES AND THE EDGEWORTH EXPANSION. SOME SIMULATION EXPERIMENTS ARE CARRIED OUT TO COMPARE THESE CONFIDENCE INTERVALS WITH THOSE OBTAINED FROM THE APPLICATION OF ORDINARY LEAST SQUARES. ALSO, AN EXAMPLE WILL BE PROVIDED BASED ON THE WELL KNOWN DATA SET OF HALD.
dc.formatapplication/pdf
dc.identifier.doi10.1007/s00362-009-0229-5
dc.identifier.issn1613-9798
dc.identifier.issn0932-5026
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/7885
dc.languagespa
dc.publisherSTATISTICAL PAPERS
dc.relation.uri10.1007/s00362-009-0229-5
dc.rightsPUBLICADA
dc.titleASYMPTOTIC CONFIDENCE INTERVALS IN RIDGE REGRESSION BASED ON THE EDGEWORTH EXPANSIÓN
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
Archivos
Colecciones
Artículos científicos