Analyse de l'estimation bornée à l'aide de simulations

Georges Kamenarov

Statistique et analyse des données (1981)

  • Volume: 6, Issue: 1, page 1-27
  • ISSN: 0750-7364

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Kamenarov, Georges. "Analyse de l'estimation bornée à l'aide de simulations." Statistique et analyse des données 6.1 (1981): 1-27. <http://eudml.org/doc/108866>.

@article{Kamenarov1981,
author = {Kamenarov, Georges},
journal = {Statistique et analyse des données},
keywords = {ridge estimators; linear model},
language = {fre},
number = {1},
pages = {1-27},
publisher = {Association pour la statistique et ses illustrations},
title = {Analyse de l'estimation bornée à l'aide de simulations},
url = {http://eudml.org/doc/108866},
volume = {6},
year = {1981},
}

TY - JOUR
AU - Kamenarov, Georges
TI - Analyse de l'estimation bornée à l'aide de simulations
JO - Statistique et analyse des données
PY - 1981
PB - Association pour la statistique et ses illustrations
VL - 6
IS - 1
SP - 1
EP - 27
LA - fre
KW - ridge estimators; linear model
UR - http://eudml.org/doc/108866
ER -

References

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  1. 1. Hoerl A., R. Kennard - Ridge regression : biased estimation for nonorthogonal problems, Technometrics, 12, 1970, 55-67 Zbl0202.17205
  2. 2. Hoerl A., R. Kennard - Ridge regression : application to nonorthogonal problems, Technometrics, 12, 1970, 69-82 Zbl0202.17206
  3. 3. Hoerl A., R. Kennard, K. Baldwin - Ridge regression : some simulations Communication in Statistics, 4, (2), 1975, 105-123. Zbl0296.62062
  4. 4. Gunst R., R. Mason - Biased estimation in regression : an evaluation using mean squared error, JASA, 17, n° 359, 1977, 616-627 Zbl0369.62070MR494704
  5. 5. Hocking R., F. Speed, M. Lynn - A class of biased estimators in linear regression, Technometrics, 18, n° 4, 1976, 425-437 Zbl0346.62046MR428622
  6. 6. Mason R., R. Gunst, J. Westeber - Regression analysis and problems of multicollinearity, Communication in Statistics, 4, (3), 1975, 277-293 Zbl0296.62060
  7. 7. Obenchain R. - Ridge analysis following a preliminary test of shrunken hypothesis, Technometrics, 17, 1975, 431-445. Zbl0324.62050MR391412
  8. 8. Mayer L, T. Wilke - On biased estimation in linear models, Technometrics, 15, 1973, 497-508 Zbl0265.62017MR345339
  9. 9. Theobald C. M. - Generalization of mean square error applied to ridge regression, Journal of the Royal Stat. Soc., (série B), 36, 1974, 103-106 Zbl0282.62055MR368328
  10. 10. Silvey S.D. - Multicollinearity and imprecise estimation, J.R. Stat. Soc., (série B), 31, 1969, 539-552. Zbl0193.16501MR272126
  11. 11. Brenot J., P. Cases, N. Lacourly - Pratique de la régression : qualité et protection, Cahiers du B.U.R.O., 1975, n° 33 Paris. 
  12. 12. Cases P. - Protection de la regression par utilisation de contraintes linéaires et nonlinéaires, Revue de Statistique Appliquée, 1975, vol. XXIII, n° 3, 37-57. 
  13. 13. Hald A. - Statistical theory with engineering applications, New-York-London, 1952. Zbl0048.36404MR49514
  14. 14. Marquardt D. - Generalized inverse, ridge regression, biases linear estimation, Technometrics, 12, n° 3, 1970, 591-612. Zbl0205.46102
  15. 15. Dempster A.P., M. Schatzoff, N. Wermouth - A simulation study of alternatives to ordinary least squares, JASA, Vol. 72, n° 357, 1977, 77-107. Zbl0366.62086
  16. 16. Owen D.B. - Handbook of Statistical Tables, Addison-Wesley Publishing Company, INC, Palo Alto, London. Zbl0102.35203MR161401

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