Ridge estimation in linear models with heteroskedastic errors (Q356502): Difference between revisions
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Property / Mathematics Subject Classification ID: 62J07 / rank | |||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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Property / zbMATH DE Number: 6191734 / rank | |||
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collinearity | |||
Property / zbMATH Keywords: collinearity / rank | |||
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heteroskedasticity | |||
Property / zbMATH Keywords: heteroskedasticity / rank | |||
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HMSE criterion | |||
Property / zbMATH Keywords: HMSE criterion / rank | |||
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Monte Carlo simulation | |||
Property / zbMATH Keywords: Monte Carlo simulation / rank | |||
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HRCCM estimator | |||
Property / zbMATH Keywords: HRCCM estimator / rank | |||
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ridge estimation | |||
Property / zbMATH Keywords: ridge estimation / rank | |||
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Revision as of 09:35, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Ridge estimation in linear models with heteroskedastic errors |
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Ridge estimation in linear models with heteroskedastic errors (English)
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25 July 2013
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collinearity
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heteroskedasticity
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HMSE criterion
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Monte Carlo simulation
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HRCCM estimator
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ridge estimation
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