The relative efficiency of the restricted estimators in linear regression models

DOI10.1080/02664763.2013.859234zbMath1352.62113MaRDI QIDQ3179215

M. Revan Özkale

Publication date: 21 December 2016

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.859234

zbMATH Keywords

mean square error; linear restrictions; restricted ridge regression estimator; restricted least squares estimator; restricted two parameter estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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