Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-008-0151-2.pdf
Reference23 articles.
1. Alkhamisi MA, Shukur G (2007) A Monte Carlo study of recent ridge parameters. Commun Stat Simulat Comput 3(36): 535–547
2. Alkhamisi MA, Shukur G (2008) Developing ridge parameters for SUR model. Commun Stat Thoery Methods 37(4): 544–564
3. Akdeniz F, Kaciranlar S (2001) More on the new biased estimator in linear regression. Indian J Stat 63(3): 321–325
4. Brown PJ (1977) Centering and scaling in ridge regression. Tecnometrics 19: 35–36
5. Brown PJ, Payne C (1975) Election night forecasting (with discussion). J R Stat Soc Ser A 138: 463–498
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