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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| English | 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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0.9035725593566896
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0.8815087080001831
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0.8764125108718872
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0.8589562177658081
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0.8473204374313354
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