scientific article; zbMATH DE number 4086800

MaRDI QIDQ3814587zbMATH OpenFDO

Authors Islam Noor, Jatinder S. Mehta

Publication date 1988

zbMATH Keywords

estimation of regression coefficientsfirst two exact momentsgeneralized ridge-type shrinkage estimatormulti-collinearitynumerical comparison of relative efficiencyOrdinary Least Squares EstimatorRelative BiasRelative EfficiencyRelative Mean Square Errorridge estimator

Mathematics Subject Classification ID

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

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