A High-Dimensional Counterpart for the Ridge Estimator in Multicollinear Situations

The ridge regression estimator is a commonly used procedure to deal with multicollinear data. This paper proposes an estimation procedure for high-dimensional multicollinear data that can be alternatively used. This usage gives a continuous estimate, including the ridge estimator as a particular cas...

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Bibliographic Details

Published in:	Mathematics
Main Authors:	Mohammad Arashi, Mina Norouzirad, Mahdi Roozbeh, Naushad Mamode Khan
Format:	Article
Language:	English
Published:	MDPI AG 2021-11-01
Subjects:	asymptotic high–dimension Liu estimator multicollinear ridge estimator
Online Access:	https://www.mdpi.com/2227-7390/9/23/3057