EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION (Q3685029): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(3 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Virendra K. Srivastava / rank | |||
Property / author | |||
Property / author: Virendra K. Srivastava / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 13:16, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION |
scientific article |
Statements
EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION (English)
0 references
1984
0 references
biased estimation
0 references
pre-test regression estimator
0 references
least squares estimate
0 references
ridge regression estimate
0 references
preliminary test
0 references
orthogonal regressors
0 references
exact finite-sample bias and mean squared error
0 references