A note on new feasible generalized ridge regression estimator under the LINEX loss function


Akdeniz F., Namba A.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.73, sa.4, ss.303-310, 2003 (SCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 73 Konu: 4
  • Basım Tarihi: 2003
  • Doi Numarası: 10.1080/0094965021000043025
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Sayfa Sayıları: ss.303-310

Özet

In this paper, using the asymmetric LINEX loss function we derive and numerically evaluate the risk function of the new feasible ridge regression estimator. We also examine the risk performance of this estimator when the LINEX loss function is used.