The moments of the operational almost unbiased ridge regression estimator

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AKDENİZ F., Yuksel G., Wan A.

APPLIED MATHEMATICS AND COMPUTATION, vol.153, no.3, pp.673-684, 2004 (SCI-Expanded)

• Publication Type: Article / Article
• Volume: 153 Issue: 3
• Publication Date: 2004
• Doi Number: 10.1016/s0096-3003(03)00663-5
• Journal Name: APPLIED MATHEMATICS AND COMPUTATION
• Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Page Numbers: pp.673-684
• Çukurova University Affiliated: Yes

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.