Ridge estimation in regression problems with autocorrelated errors: A monte carlo study (Q3696339): Difference between revisions
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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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Latest revision as of 19:14, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ridge estimation in regression problems with autocorrelated errors: A monte carlo study |
scientific article |
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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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