Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence
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Publication:5415878
DOI10.1080/03610918.2012.712185zbMath1291.62136OpenAlexW2062991056MaRDI QIDQ5415878
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Publication date: 19 May 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.712185
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
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