The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation

DOI10.1080/03610919108812978zbMATH Open0850.62536OpenAlexW2003710967MaRDI QIDQ4019282FDOQ4019282

Authors: Luis Firinguetti 

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1080/03610919108812978

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• Exact moments of lawless and wang's operational ridge regression estimator

Cited In (2)

• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
• The moments of the operational almost unbiased ridge regression estimator

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