Performance of some new preliminary test ridge regression estimators and their properties (Q4275841)

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scientific article; zbMATH DE number 487318
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Performance of some new preliminary test ridge regression estimators and their properties
scientific article; zbMATH DE number 487318

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    Performance of some new preliminary test ridge regression estimators and their properties (English)
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    31 January 1994
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    dominance
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    multiple regression model
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    multicollinearity
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    unrestricted ridge regression estimator
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    restricted ridge regression estimator
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    preliminary test ridge regression estimator
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    biases
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    variance-matrices
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    mean square errors
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