Volume 15, 2011
|Page(s)||30 - 40|
|Published online||03 February 2011|
- G.M. Bayhan and M. Bayhan, Forcasting using autocorrelated errors and multicollinear predictor variables. Comput. Ind. Eng. 34 (1998) 413–421. [CrossRef]
- R.W. Farebrother, Fruther results on the mean square error of ridge regression. J. R. Stat. Soc. B 38 (1976) 284–250.
- L. Firinguetti, A simulation study of ridge regression estimators with autocorrelated errors. Commun. Stat. Simul. 18 (1989) 673–702. [CrossRef]
- A.E. Hoerl and R.W. Kennard, Ridge Regression: Biased estimation for non-orthogonal problem. Technometrics 12 (1970) 55–67. [CrossRef]
- A.E. Hoerl and R.W. Kennard, Ridge Regression: Application for non-orthogonal problem. Technometrics 12 (1970) 69–82. [CrossRef]
- M.H. Hubert and P. Wijekoon, Improvement of the Liu estimator in linear regression model. Statist. Papers 47 (2006) 471–479. [CrossRef] [MathSciNet]
- K. Liu, A new class of biased estimate in linear regression. Commun. Stat. – Theory Meth. 22 (1993) 393–402. [CrossRef]
- C.R. Rao, Linear Statistics Inference and its applications. Second edn. John Wiley and Sons (1973).
- C.R. Rao, H. Toubtenburg and S.C. Heumann, Linear Models and Generalizations: Least squares and alternatives. Springer Ser. Statist. Springer-Verlag, New York (2008).
- C. Stein, Inadmissibility of the usual estimator for the mean of a multivariate normal distribution, in Proc. Third Berkeley Symp. on Mathematics, Statistics and Probability. Universiy of California, Berkeley, 1956, pp. 197–206.
- H. Theil, On the use of incomplete prior information in regression analysis. J. Am. Stat. Assoc. 58 (1963) 401–414. [CrossRef]
- H. Theil and A.S. Goldberger, On pure and mixed estimation in econometrics. Int. Econ. Rev. 2 (1961) 65–78. [CrossRef]
- G. Trenkler, On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors. J. Econometrics 25 (1984) 179–190. [CrossRef] [MathSciNet]
- H. Yang and J. Xu, An alternative stochastic restricted Liu estimator in linear regression. Statist. Papers 50 (2007) 639–647. [CrossRef]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.