Optimized two-parameter heteroscedastic-adjusted ridge estimators for linear regression model
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Cites work
- A Class of Biased Estimators in Linear Regression
- A comparison of some new and old robust ridge regression estimators
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
- A simulation study of ridge and other regression estimators
- A Simulation Study of Some Ridge Estimators
- Biased adjusted Poisson ridge estimators-method and application
- Choosing Ridge Parameter for Regression Problems
- Developing Ridge Parameters for SUR Model
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- Modified ridge regression estimators
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- On the performance of two parameter ridge estimator under the mean square error criterion
- Optimal partial ridge estimation in restricted semiparametric regression models
- Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
- Performance of some new ridge parameters in two-parameter ridge regression model
- Performance of Some New Ridge Regression Estimators
- Quantile based estimation of biasing parameters in ridge regression model
- Regresion analysis with multicollinear predictor variables: definition, derection, and effects
- Regression analysis and problems of multicollinearity
- Ridge estimation in linear models with heteroskedastic errors
- Ridge regression in two-parameter solution
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge regression:some simulations
- Two-parameter ridge regression and its convergence to the eventual pairwise model
- Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
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