Stein-Type Generalized Ridge Regression in High-Dimensional Sparse Models
Speaker:
Bahadır Yüzbaşı, Inonu University
Date and Time:
Thursday, May 26, 2016 - 4:30pm to 5:00pm
Location:
Fields Institute, Room 230
Abstract:
In this study, we suggest shrinkage estimation strategies based on generalized ridge regression in High-Dimensional sparse models when the design matrix is ill conditioned. The performance of the proposed estimators is compared with the usual ridge regression and some penalty estimators through Monte Carlo simulation. Finally, a real data example is given to the usefulness of the suggested estimators.