Exact moments of feasible generalized ridge regression estimator and numerical evaluations (Q4916877)
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scientific article; zbMATH DE number 6158242
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| English | Exact moments of feasible generalized ridge regression estimator and numerical evaluations |
scientific article; zbMATH DE number 6158242 |
Statements
EXACT MOMENTS OF FEASIBLE GENERALIZED RIDGE REGRESSION ESTIMATOR AND NUMERICAL EVALUATIONS (English)
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26 April 2013
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ordinary least squares estimator
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generalized ridge regression estimator
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feasible generalized ridge regression estimator
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exact moments
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mean squared error criteria
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0.8196204900741577
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0.7743161916732788
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0.7553343772888184
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0.754237711429596
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