A note on new feasible generalized ridge regression estimator under the LINEX loss function
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.73, sa.4, ss.303-310, 2003 (SCI-Expanded, Scopus)
- 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.