The successive raising estimator and its relation with the ridge estimator
Author:
Affiliation:
1. Department of Economics and Business, Almeria University, Almeria, Spain
2. Department of Mathematics, University of Virginia, Charlottesville, VA, USA
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2016.1260738
Reference28 articles.
1. Constrained estimation and the theorem of Kuhn-Tucker
2. The raise method. An alternative procedure to estimate the parameters in presence of collinearity
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