The feasible generalized restricted ridge regression estimator

DOI10.1080/00949655.2016.1224880OpenAlexW2516939787MaRDI QIDQ5106816

Issam Dawoud, Selahattin Kaçıranlar, Nimet Özbay

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1224880

zbMATH Keywords

autocorrelationmulticollinearitygeneral linear modelfeasible generalized restricted ridge estimatormatrix mean-square error

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Feasible generalized Stein-rule restricted ridge regression estimators ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence

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