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Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression - MaRDI portal

Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression (Q4434423)

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scientific article; zbMATH DE number 2001492
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Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
scientific article; zbMATH DE number 2001492

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    Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression (English)
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    6 November 2003
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    correlation matrix
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    Liu estimator
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    mean square error
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    multicollinearity
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    ridge regression estimator
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