A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions Article

Mansson, Kristofer, Shukur, Ghazi, Kibria, BM Golam. (2010). A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions . COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 39(8), 1639-1670. 10.1080/03610918.2010.508862

International Collaboration

cited authors

  • Mansson, Kristofer; Shukur, Ghazi; Kibria, BM Golam

authors

publication date

  • January 1, 2010

published in

keywords

  • Estimation
  • LSE
  • MSE
  • Mathematics
  • Multicollinearity
  • ORDINARY LEAST-SQUARES
  • PARAMETERS
  • PERFORMANCE
  • PRESS
  • Physical Sciences
  • Ridge regression
  • Science & Technology
  • Simulation
  • Statistics & Probability

Digital Object Identifier (DOI)

publisher

  • TAYLOR & FRANCIS INC

start page

  • 1639

end page

  • 1670

volume

  • 39

issue

  • 8