Ridge estimation in linear models with heteroskedastic errors (Q356502): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ridge estimation in linear models with heteroskedastic errors |
scientific article |
Statements
Ridge estimation in linear models with heteroskedastic errors (English)
0 references
25 July 2013
0 references
collinearity
0 references
heteroskedasticity
0 references
HMSE criterion
0 references
Monte Carlo simulation
0 references
HRCCM estimator
0 references
ridge estimation
0 references