A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors

DOI10.1016/j.spl.2008.05.039zbMath1300.62049OpenAlexW2089024707MaRDI QIDQ958930

M. Revan Özkale

Publication date: 10 December 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.039

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (8)

Regression diagnostics methods for Liu estimator under the general linear regression model ⋮ A first-order approximated jackknifed ridge estimator in binary logistic regression ⋮ The feasible generalized restricted ridge regression estimator ⋮ Adaptation of the jackknifed ridge methods to the linear mixed models ⋮ A jackknifed ridge estimator in probit regression model ⋮ Jackknifed Liu estimator in linear regression models ⋮ On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors ⋮ Monte Carlo Simulation Study of Biased Estimators in the Linear Regression Models with Correlated or Heteroscedastic Errors

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