An examination of distributed lag model coefficients estimated with smoothness priors

DOI10.1080/03610928608829216zbMath0654.62055OpenAlexW2105858771MaRDI QIDQ3800920

P. A. V. B. Swamy, Jatinder S. Mehta, S. S. Thurman

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829216

zbMATH Keywords

smoothness priorsMonte Carlo experimentregression coefficientsdistributed lag modelrestricted least squares approachridge- type estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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