MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION (Q4449039)

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scientific article; zbMATH DE number 2038207
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    MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION
    scientific article; zbMATH DE number 2038207

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      MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION (English)
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      4 February 2004
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      Least squares estimator
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      Multicollinearity
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      Pre-test estimator
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      Pre-test ridge regression estimator
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      Restricted least squares estimator
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      Ridge regression estimator
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      Identifiers