The feasible generalized restricted ridge regression estimator
From MaRDI portal
Publication:5106816
DOI10.1080/00949655.2016.1224880OpenAlexW2516939787MaRDI QIDQ5106816
Issam Dawoud, Selahattin Kaçıranlar, Nimet Özbay
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1224880
autocorrelationmulticollinearitygeneral linear modelfeasible generalized restricted ridge estimatormatrix mean-square error
Related Items
Feasible generalized Stein-rule restricted ridge regression estimators ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence
Cites Work
- \(r\)-\(k\) class estimator in the linear regression model with correlated errors
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
- Linear regression.
- Restricted ridge estimation.
- Linear models. Least squares and alternatives
- On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
- Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
- A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
- A Comparison of Mixed and Ridge Estimators of Linear Models
- Ridge regression:some simulations
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- Good ridge estimators based on prior information
- STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
- The Predictive Performance Evaluation of Biased Regression Predictors With Correlated Errors
- Performance of Some New Ridge Regression Estimators
- IV.—On Least Squares and Linear Combination of Observations
- More on the restricted ridge regression estimation
- Monte Carlo Simulation Study of Biased Estimators in the Linear Regression Models with Correlated or Heteroscedastic Errors
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
