Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (Q3696339): Difference between revisions

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Property / author: Martin L. Puterman / rank
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Property / cites work: Generalized ridge regression: a note on negative ridge parameters / rank
 
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Property / cites work: Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II / rank
 
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Property / cites work: A note on minimum average risk estimators for coefficients in linear models / rank
 
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Property / cites work: Two methods of evaluating hoerl and kennard's ridge regression / rank
 
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Latest revision as of 19:14, 14 June 2024

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Ridge estimation in regression problems with autocorrelated errors: A monte carlo study
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    Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (English)
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    1985
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    autocorrelated errors
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    generalized least squares
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    ordinary least
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    squares
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    ridge estimators
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    collinearity
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    error variance
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    serial correlation
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    mean squared error performance
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