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A stochastic restricted ridge regression estimator

✍ Scribed by M. Revan Özkale

Book ID: 108185588
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 715 KB
Volume: 100
Category: Article
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2009.02.005

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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