A new estimator combining the ridge regression and the restricted least squares methods of estimation (Q4202715): Difference between revisions

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Latest revision as of 10:18, 22 May 2024

scientific article; zbMATH DE number 408500
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English
A new estimator combining the ridge regression and the restricted least squares methods of estimation
scientific article; zbMATH DE number 408500

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    A new estimator combining the ridge regression and the restricted least squares methods of estimation (English)
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    14 November 1993
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    ordinary ridge regression estimator
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    restricted ridge regression estimator
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    multicollinearity
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    ordinary least squares estimator
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    sampling variances
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    restricted least squares
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    mean square error
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