Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast
β¦ LIBER β¦
A new stochastic mixed ridge estimator in linear regression model
β Scribed by Yalian Li; Hu Yang
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 144 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0932-5026
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