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

Akdeniz, F; Namba, A

doi:10.1080/0094965021000043025

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

Atıf İçin Kopyala

Akdeniz F., Namba A.

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

Yayın Türü: Makale / Tam Makale
Cilt numarası: 73 Sayı: 4
Basım Tarihi: 2003
Doi Numarası: 10.1080/0094965021000043025
Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
Sayfa Sayıları: ss.303-310
Çukurova Üniversitesi Adresli: Hayır

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.