Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions

DOI10.1080/03610926.2015.1019145zbMath1366.62142OpenAlexW2397319660MaRDI QIDQ2979612

Selahattin Kaçıranlar, Selma Toker

Publication date: 25 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1019145

zbMATH Keywords

inequality restrictionsautocorrelationmulticollinearityridge regression estimatortwo-stage estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

New Bayesian approach to the estimation in simultaneous equations model

Cites Work

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• Performance of Some New Ridge Regression Estimators
• IV.—On Least Squares and Linear Combination of Observations
• The Restricted Aitken Estimation of Sets of Demand Relations
• Duality in nonlinear programming

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