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

DOI10.1080/03610919108812978MaRDI QIDQ4019282zbMATH OpenOpenAlexFDO

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

• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• Exact moments of lawless and wang's operational ridge regression estimator
• scientific article; zbMATH DE number 46873 (Why is no real title available?)
• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

Cited in

(2)

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

This page was built for publication: The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4019282)