Skip to main content
SpringerLink
Log in

Some properties of the distribution of an operational ridge estimator

  • Published:
Metrika Aims and scope Submit manuscript

Summary

The present paper investigates the properties of the sampling distribution of an operational general ridge estimator. Exact expression are given for the moments and their approximations are worked out when non-centrality parameter is large. These approximations are used to study the skewness and kurtosis of the sampling distribution.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Copson, E.T.: An Introduction to the Theory of Functions of a Complex Variable. New York 1974.

  • Dwivedi, T.D., andV.K. Srivastava: A Survey of Ridge Estimators in Linear Regression Models. In: International Dedication Seminar on Recent Advances in Mathematics and its Applications (Invited Lectures). Ed. by R.S. Mishra. 1978. 171–181.

  • Dwivedi, T.D., V.K. Srivastava, andR.L. Hall: Finite Sample Properties of Ridge Estimators. Technometrics22, 1980, 205–212.

    Article  MATH  Google Scholar 

  • Hoerl, A.E., andR.W. Kennara: Ridge Regression: Biased Estimation for Non-Orthogonal Problems. Technometrics12, 1970a, 55–67.

    Article  Google Scholar 

  • —: Ridge Regression: Application to Non-Orthogonal Problems. Technometrics12, 1970b, 69–82.

    Article  MATH  Google Scholar 

  • Luke, Y.L.: The Special Functions and their Approximations. Vol. I. New York 1969.

  • Vinod, H.D.: A Survey of Ridge Regression and Related Techniques for Improvements over ordinary Least Squares. Review of Economics and Statistics60, 1978, 121–131.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Dept. of Statistics Lucknow University, 226007, Lucknow, India

    V. K. Srivastava

  2. Dept. of Mathematics, Allahabad University, Allahabad

    A. Chaturvedi

Authors
  1. V. K. Srivastava
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. A. Chaturvedi
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Srivastava, V.K., Chaturvedi, A. Some properties of the distribution of an operational ridge estimator. Metrika 30, 227–237 (1983). https://doi.org/10.1007/BF02056927

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02056927

Keywords

Search

Navigation