A new stochastic mixed ridge estimator in linear regression model
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Article provided by Springer in its journal Statistical Papers
Volume (Year): 51 (2010)Handle:
Issue (Month): 2 (June)
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Web page: http://www.springer.com/statistics/business/journal/362
Related researchKeywords: Ordinary ridge estimator
; Ordinary mixed estimator
; Stochastic mixed ridge estimator
; Mean squared error matrix
Find related papers by JEL classification:
- 62J - - - - - -
- 62F - - - - - -
ReferencesReferences listed on IDEAS
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, click on "citations" and make appropriate adjustments.:
- Groß, Jürgen, 2003.
"Restricted ridge estimation,"
Statistics & Probability Letters,
Elsevier, vol. 65(1), pages 57-64, October.
- M. Hubert & P. Wijekoon, 2006.
"Improvement of the Liu estimator in linear regression model,"
Springer, vol. 47(3), pages 471-479, June.
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- Xinfeng Chang & Hu Yang, 2012.
"Combining two-parameter and principal component regression estimators,"
Springer, vol. 53(3), pages 549-562, August.
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