A new estimator combining the ridge regression and the restricted least squares methods of estimation (Q4202715)
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scientific article; zbMATH DE number 408500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimator combining the ridge regression and the restricted least squares methods of estimation |
scientific article; zbMATH DE number 408500 |
Statements
A new estimator combining the ridge regression and the restricted least squares methods of estimation (English)
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14 November 1993
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ordinary ridge regression estimator
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restricted ridge regression estimator
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multicollinearity
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ordinary least squares estimator
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sampling variances
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restricted least squares
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mean square error
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