EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION (Q3685029): Difference between revisions
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Revision as of 14:49, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION |
scientific article |
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EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION (English)
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1984
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biased estimation
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pre-test regression estimator
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least squares estimate
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ridge regression estimate
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preliminary test
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orthogonal regressors
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exact finite-sample bias and mean squared error
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