Small sample properties of ridge estimators with normal and non-normal disturbances
Author:
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610919008812899
Reference23 articles.
1. A Simulation Study of Alternatives to Ordinary Least Squares
2. A Monte Carlo Study of k-Class Estimators for Small Samples with Normal and Non-Normal Disturbances
3. Multicollinearity in Regression Analysis: The Problem Revisited
4. A Simulation Study of Some Ridge Estimators
5. Econometric modelling with non-normal disturbances
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3. The A-optimal regularization parameter in uniform Tykhonov-Phillips regularization — α-weighted BLE-;International Association of Geodesy Symposia;2004
4. A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances;Journal of Statistical Planning and Inference;1996-03
5. A simulation study of least squares and ridge estimaors for normal and nonnormal autocorrelated disturbances;Journal of Statistical Computation and Simulation;1993-06
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