The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation

DOI10.1080/03610919108812978zbMath0850.62536OpenAlexW2003710967MaRDI QIDQ4019282

Luis Firinguetti

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919108812978

Mathematics Subject Classification ID

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

Related Items (2)

The general expressions for the moments of lawless and wang's ordinary ridge regression estimator ⋮ The moments of the operational almost unbiased ridge regression estimator

Cites Work

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• Exact moments of lawless and wang's operational ridge regression estimator
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

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