Ridge estimation in linear models with heteroskedastic errors (Q356502)
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scientific article; zbMATH DE number 6191734
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| English | Ridge estimation in linear models with heteroskedastic errors |
scientific article; zbMATH DE number 6191734 |
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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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0.8216847777366638
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0.8053176999092102
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0.7979581356048584
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0.7726564407348633
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