Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445): 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: 62J05 / rank | |||
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Property / zbMATH DE Number: 6085491 / rank | |||
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multicollinearity | |||
Property / zbMATH Keywords: multicollinearity / rank | |||
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restricted generalized least squares estimator | |||
Property / zbMATH Keywords: restricted generalized least squares estimator / rank | |||
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SUR restricted ridge estimator | |||
Property / zbMATH Keywords: SUR restricted ridge estimator / rank | |||
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Liu estimator | |||
Property / zbMATH Keywords: Liu estimator / rank | |||
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biased estimator | |||
Property / zbMATH Keywords: biased estimator / rank | |||
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Monte Carlo simulations | |||
Property / zbMATH Keywords: Monte Carlo simulations / rank | |||
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Revision as of 10:28, 30 June 2023
scientific article
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English | Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies |
scientific article |
Statements
Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (English)
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23 September 2012
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multicollinearity
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restricted generalized least squares estimator
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SUR restricted ridge estimator
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Liu estimator
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biased estimator
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Monte Carlo simulations
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