Ridge regression estimators in the linear regression models with non-spherical errors (Q4275824)
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scientific article; zbMATH DE number 487304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ridge regression estimators in the linear regression models with non-spherical errors |
scientific article; zbMATH DE number 487304 |
Statements
Ridge regression estimators in the linear regression models with non-spherical errors (English)
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31 January 1994
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generalized least squares estimator
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Edgeworth expansion
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nonspherical errors
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ordinary ridge regression estimators
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disturbances covariance matrix
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asymptotic expansion
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quadratic loss
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asymptotic risk
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GLS estimator
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0.9356669
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0.92905354
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0.92583656
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0.9229158
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0.92241734
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0.9191255
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0.9168409
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