The moments of the operational almost unbiased ridge regression estimator

AKDENİZ F., Yuksel G., Wan A.

APPLIED MATHEMATICS AND COMPUTATION, cilt.153, sa.3, ss.673-684, 2004 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 153 Sayı: 3
  • Basım Tarihi: 2004
  • Doi Numarası: 10.1016/s0096-3003(03)00663-5
  • Dergi Adı: APPLIED MATHEMATICS AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.673-684
  • Çukurova Üniversitesi Adresli: Evet

Özet

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.