A simulation study of biased estimators against the ordinary least squares estimator

DOI10.1080/03610919308813109MaRDI QIDQ3135484zbMATH OpenOpenAlexFDO

Authors C. Thiart, C. G. Troskie, Derek O. Chalton, Timothy Dunne

Publication date 7 October 1993

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919308813109

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cites work

• scientific article; zbMATH DE number 46873 (Why is no real title available?)
• A Comparison of Ridge Estimators
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• A class of almost unbiased and efficient estimators of regression coefficients
• A simulation study of ridge and other regression estimators
• Fractional principal components regression: a general approach to biased estimators
• On Biased Estimation in Linear Models
• On small sample properties of the almost unbiased generalized ridge estimator
• Ridge regression:some simulations

Cited in

(1)

• Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study

This page was built for publication: A simulation study of biased estimators against the ordinary least squares estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3135484)