A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances

DOI10.1007/s00362-015-0664-4zbMath1341.62211OpenAlexW1963901627MaRDI QIDQ284198

Shalini Chandra, Nityananda Sarkar

Publication date: 17 May 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0664-4

zbMATH Keywords

\(r\)-\(k\) class estimatorautocorrelated errorsmixed regression estimatorstochastic linear restrictions

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (2)

Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data ⋮ A note on the performance of biased estimators with autocorrelated errors

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