DENSITY FUNCTION AND RELATIVE EFFICIENCY OF THE MODIFIED GENERALIZED RIDGE REGRESSION ESTIMATORS
نویسندگان
چکیده
منابع مشابه
The Efficiency of Modified Jackknife and Ridge Type Regression Estimators: a Comparison
A common problem in multiple regression models is multicollinearity, which produces undesirable effects on the least squares estimator. To circumvent this problem, two well known estimation procedures are often suggested in the literature. They are Generalized Ridge Regression (GRR) estimation suggested by Hoerl and Kennard [8] and the Jackknifed Ridge Regression (JRR) estimation suggested by S...
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 1999
ISSN: 1882-2754,1348-6365
DOI: 10.14490/jjss1995.29.39