A new unbiased estimator of a mulitple linear regression model of the CAPM in case of multicollinearity

DOI10.22190/FUMI210406074PMaRDI QIDQ5064449zbMATH OpenFDO

Authors Dimitrios Pappas, Konstantinos Bisiotis

Publication date 16 March 2022

zbMATH Keywords

multiple linear regressionCAPMMoore-Penrose inverseMDLUEdata multicollinearity

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 52076 (Why is no real title available?)
• Generalized inverses. Theory and applications.
• On the Löwner, minus, and star partial orderings of nonnegative definite matrices and their squares

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