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Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence - MaRDI portal

Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence (Q5415878)

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scientific article; zbMATH DE number 6296442
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English
Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence
scientific article; zbMATH DE number 6296442

    Statements

    Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence (English)
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    19 May 2014
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    adaptive estimator
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    kernel estimator
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    multicollinearity
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    ridge regression
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    Identifiers