The moments of the operational almost unbiased ridge regression estimator


AKDENİZ F., Yuksel G. , Wan A.

APPLIED MATHEMATICS AND COMPUTATION, cilt.153, ss.673-684, 2004 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 153 Konu: 3
  • Basım Tarihi: 2004
  • Doi Numarası: 10.1016/s0096-3003(03)00663-5
  • Dergi Adı: APPLIED MATHEMATICS AND COMPUTATION
  • Sayfa Sayıları: ss.673-684

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.