Performance of some new preliminary test ridge regression estimators and their properties

DOI10.1080/03610929308831183zbMath0786.62071MaRDI QIDQ4275841

B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date: 31 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831183

zbMATH Keywords

dominance; multicollinearity; biases; mean square errors; multiple regression model; restricted ridge regression estimator; preliminary test ridge regression estimator; unrestricted ridge regression estimator; variance-matrices

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

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