The relative efficiencies of the multivariate aggregated synthesized ridge estimators of the parameters in the multivariate linear model with aggregated data

zbMATH Open1363.62087MaRDI QIDQ2824950

Yongzheng Zhou, Qun Cao

Publication date: 6 October 2016

Published in: Mathematics in Practice and Theory (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationmultivariate linear modelrelative efficienciesaggregated datasynthesized ridge estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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