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Improved ridge estimators in a linear regression model

✍ Scribed by Liu, Xu-Qing; Gao, Feng; Yu, Zhen-Feng


Book ID
119938905
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
178 KB
Volume
40
Category
Article
ISSN
0266-4763

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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