A new stochastic restricted biased estimator under heteroscedastic or correlated error

DOI10.1051/PS/2009009zbMath1395.62198OpenAlexW2064109147MaRDI QIDQ4918480

M. I. Alheety

Publication date: 25 April 2013

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2009009

zbMATH Keywords

heteroscedasticitygeneralized least squares estimatorstochastic restricted Liu estimator

Mathematics Subject Classification ID

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

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