The moments of the operational almost unbiased ridge regression estimator


AKDENİZ F., Yuksel G., Wan A.

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

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.