The moments of the operational almost unbiased ridge regression estimator


AKDENİZ F., Yuksel G. , Wan A.

APPLIED MATHEMATICS AND COMPUTATION, vol.153, no.3, pp.673-684, 2004 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 153 Issue: 3
  • Publication Date: 2004
  • Doi Number: 10.1016/s0096-3003(03)00663-5
  • Title of Journal : APPLIED MATHEMATICS AND COMPUTATION
  • Page Numbers: pp.673-684

Abstract

In this paper, we derive the exact general expressions for the moments of the Lawless-Wang's operational almost unbiased ridge regression (AUGRR) estimator for individual regression coefficients. (C) 2003 Elsevier Inc. All rights reserved.