A Simulation Study on Some Restricted Ridge Regression Estimators

DOI10.1080/03610918.2012.659953zbMath1347.62144OpenAlexW2048300391MaRDI QIDQ4921604

Siamak Najarian, Mohammad Arashi, B. M. Golam Kibria

Publication date: 13 May 2013

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

Full work available at URL: https://doi.org/10.1080/03610918.2012.659953

zbMATH Keywords

mean square errorsimulation studyestimatorrestricted ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

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