Ridge Estimation in Linear Models with Autocorrelated Errors (Q2786250)
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scientific article; zbMATH DE number 5789643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ridge Estimation in Linear Models with Autocorrelated Errors |
scientific article; zbMATH DE number 5789643 |
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Ridge Estimation in Linear Models with Autocorrelated Errors (English)
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21 September 2010
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autocorrelation
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Liu estimator
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Monte Carlo simulation
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multicollinearity
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ridge regression
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Sarkar estimator
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0.95602614
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0.93681717
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0.93604714
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0.9349303
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0.91330695
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