MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION (Q4449039)
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scientific article; zbMATH DE number 2038207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION |
scientific article; zbMATH DE number 2038207 |
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MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION (English)
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4 February 2004
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Least squares estimator
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Multicollinearity
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Pre-test estimator
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Pre-test ridge regression estimator
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Restricted least squares estimator
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Ridge regression estimator
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