Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation

DOI10.1080/03610918.2021.1962345OpenAlexW3194271272MaRDI QIDQ6082999

Qasim Ramzan, Muhammad Nauman Akram, Muhammad Amin

Publication date: 7 December 2023

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

Full work available at URL: https://doi.org/10.1080/03610918.2021.1962345

zbMATH Keywords

mean squared errormulticollinearityloss functionsridge estimatorordinary least squareT-K approximationBRREs

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Modified ridge-type estimator for the inverse Gaussian regression model

Cites Work

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