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Volumn 153, Issue 3, 2004, Pages 673-684

The moments of the operational almost unbiased ridge regression estimator

Author keywords

Almost unbiased ridge regression estimator; Moment; Multicollinearity; Operational estimator; Ridge regression

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; ESTIMATION; PROBLEM SOLVING; RANDOM PROCESSES;

EID: 2942628881     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(03)00663-5     Document Type: Article
Times cited : (10)

References (9)
  • 2
    • 0041472066 scopus 로고
    • Exact moments of Lawless and Wang's operational ridge regression estimator
    • Firinguetti L. Exact moments of Lawless and Wang's operational ridge regression estimator. Communications in Statistics - Theory and Methods. 16:1987;731-745.
    • (1987) Communications in Statistics - Theory and Methods , vol.16 , pp. 731-745
    • Firinguetti, L.1
  • 3
    • 2942596828 scopus 로고
    • The exact properties of the Lawless and Wang's operational ridge regression estimator in a misspecified regression equation
    • Firinguetti L. The exact properties of the Lawless and Wang's operational ridge regression estimator in a misspecified regression equation. Communications in Statistics - Theory and Methods. 20:1991;689-714.
    • (1991) Communications in Statistics - Theory and Methods , vol.20 , pp. 689-714
    • Firinguetti, L.1
  • 4
    • 84942484786 scopus 로고
    • Ridge regression: Biased estimation for nonorthogonal problems
    • Hoerl A.E., Kennard R.W. Ridge regression: biased estimation for nonorthogonal problems. Technometrics. 12:1970;55-67.
    • (1970) Technometrics , vol.12 , pp. 55-67
    • Hoerl, A.E.1    Kennard, R.W.2
  • 5
    • 0000791532 scopus 로고
    • A class of almost unbiased and efficient estimators of regression coefficients
    • Kadiyala K. A class of almost unbiased and efficient estimators of regression coefficients. Economic Letters. 16:1984;293-296.
    • (1984) Economic Letters , vol.16 , pp. 293-296
    • Kadiyala, K.1
  • 6
    • 2942529656 scopus 로고
    • The general expressions for the moments of Lawless and Wang's ordinary ridge regression estimator
    • Kozumi H., Ohtani K. The general expressions for the moments of Lawless and Wang's ordinary ridge regression estimator. Communications in Statistics - Theory and Methods. 23(10):1994;2755-2774.
    • (1994) Communications in Statistics - Theory and Methods , vol.23 , Issue.10 , pp. 2755-2774
    • Kozumi, H.1    Ohtani, K.2
  • 8
    • 0001237948 scopus 로고
    • On small sample properties of the almost unbiased generalized ridge estimator
    • Ohtani K. On small sample properties of the almost unbiased generalized ridge estimator. Communications in Statistics - Theory and Methods. 15:1986;1571-1578.
    • (1986) Communications in Statistics - Theory and Methods , vol.15 , pp. 1571-1578
    • Ohtani, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.