Generalized ridge regression estimators under the LINEX loss function (Q1893385)
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scientific article; zbMATH DE number 769857
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| English | Generalized ridge regression estimators under the LINEX loss function |
scientific article; zbMATH DE number 769857 |
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Generalized ridge regression estimators under the LINEX loss function (English)
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3 July 1995
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ordinary least squares
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risk performance
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generalized ridge regression
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LINEX loss function
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OLS estimator
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0.8758414387702942
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0.8372578024864197
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0.8372578024864197
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0.8340030312538147
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0.8311144113540649
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