Monte Carlo Simulation Study of Biased Estimators in the Linear Regression Models with Correlated or Heteroscedastic Errors

DOI10.1080/03610918.2012.728273zbMath1291.62133MaRDI QIDQ5415910

M. Revan Özkale

Publication date: 19 May 2014

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

Full work available at URL: https://doi.org/10.1080/03610918.2012.728273

zbMATH Keywords

ridge estimator; principal components regression estimator; autocorrelated error; shrunken estimator; iteration estimator; jackknifed ridge estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

The feasible generalized restricted ridge regression estimator

Cites Work

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