## A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing

- Szu-Peng Yang, Takeshi Emura
- Communications in Statistics - Simulation and…
- 2017

The estimation of ridge parameter is an important problem in the ridge regression method, which is widely used to solve multicollinearity problem. A comprehensive study on 28 different available estimators and five proposed ridge estimators, KB1, KB2, KB3, KB4, and KB5, is provided. A simulation study was conducted and selected estimators were compared… (More)