A note on new feasible generalized ridge regression estimator under the LINEX loss function
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, vol.73, no.4, pp.303-310, 2003 (SCI-Expanded, Scopus)
- Publication Type: Article / Article
- Volume: 73 Issue: 4
- Publication Date: 2003
- Doi Number: 10.1080/0094965021000043025
- Journal Name: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
- Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Page Numbers: pp.303-310
- Çukurova University Affiliated: No
Abstract
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.