Communications in Statistics - Theory and Methods, ( ISI ), Volume (44), No (6), Year (2015-3) , Pages (1281-1292)

Title : ( Singular Ridge Regression With Stochastic Constraints )

Authors: Mohammad Arashi , M. Janfada , M. Norouzirad ,

Access to full-text not allowed by authors

Citation: BibTeX | EndNote

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
برای دانلود از شناسه و رمز عبور پرتال پویا استفاده کنید.

@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},
}

[Download]

%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

[Download]