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A stochastic restricted ridge regression estimator - MaRDI portal

A stochastic restricted ridge regression estimator (Q1026359)

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scientific article; zbMATH DE number 5569616
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English
A stochastic restricted ridge regression estimator
scientific article; zbMATH DE number 5569616

    Statements

    A stochastic restricted ridge regression estimator (English)
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    24 June 2009
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    multicollinearity
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    restricted ridge regression estimator
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    stochastic linear restrictions
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    mixed estimator
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    autocorrelated error
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