Title : ( Singular Ridge Regression With Stochastic Constraints )
Authors: Mohammad Arashi , M. Janfada , M. Norouzirad ,
دانلود فایل برای اعضای دانشگاهAccess to full-text not allowed by authors
Abstract
This article considers the estimation of the restricted ridge regression parameter in singular models. The problem is commenced with considering elliptically contoured equality constrained and then followed by proposing the preliminary test estimator. Along with proposing some important properties of this estimator, a real example satisfying the elliptical assumption is also given to bring the problem into a noticeable issue.
Keywords
Elliptically contoured distribution; Preliminary test estimator; Ridge Regression; Singular model
@article{paperid:1082641,
author = {Arashi, Mohammad and M. Janfada and M. Norouzirad},
title = {Singular Ridge Regression With Stochastic Constraints},
journal = {Communications in Statistics - Theory and Methods},
year = {2015},
volume = {44},
number = {6},
month = {March},
issn = {0361-0926},
pages = {1281--1292},
numpages = {11},
keywords = {Elliptically contoured distribution; Preliminary test estimator; Ridge Regression; Singular model},
}
%0 Journal Article
%T Singular Ridge Regression With Stochastic Constraints
%A Arashi, Mohammad
%A M. Janfada
%A M. Norouzirad
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2015
