A stochastic restricted ridge regression estimator
From MaRDI portal
Publication:1026359
DOI10.1016/j.jmva.2009.02.005zbMath1163.62052OpenAlexW2066268746MaRDI QIDQ1026359
Publication date: 24 June 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.02.005
multicollinearitystochastic linear restrictionsmixed estimatorautocorrelated errorrestricted ridge regression estimator
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)
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