Two Kinds of Restricted Estimators in Singular Linear Regression
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Publication:2786246
DOI10.1080/03610920903068182zbMath1204.62115MaRDI QIDQ2786246
Publication date: 21 September 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903068182
singular linear model; mean squares error; generalized restricted root estimator; restricted root estimator; restricted unified least squares estimator
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F30: Parametric inference under constraints
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- Unified theory of least squares