Comparisons of the unbiased ridge estimation to the other estimations

Communications in Statistics - Theory and Methods

Volumn 36, Issue 4, 2007, Pages 707-723

  Özkale, M Revan ^a   Kaçiranlar, Selahattin ^a  

^a CUKUROVA UNIVERSITY   (Turkey)

Author keywords

Multicollinearity; Ordinary least squares estimator; Ordinary ridge regression estimator; r k class estimator; Residual; Unbiased ridge regression estimator

Indexed keywords

MATRIX ALGEBRA; MEAN SQUARE ERROR; NUMERICAL METHODS; REGRESSION ANALYSIS;

MULTICOLLINEARITY; ORDINARY LEAST SQUARES (OLS) ESTIMATORS; ORDINARY RIDGE REGRESSION (ORR) ESTIMATORS; R - K CLASS ESTIMATORS; UNBIASED RIDGE REGRESSION ESTIMATORS;

LEAST SQUARES APPROXIMATIONS;

EID: 33947599888     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920601033652     Document Type: Article

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