The moments of the operational almost unbiased ridge regression estimator

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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Detail(s)

Original languageEnglish
Pages (from-to)673-684
Journal / PublicationApplied Mathematics and Computation
Volume153
Issue number3
Publication statusPublished - 14 Jun 2004

Abstract

In this paper, we derive the exact general expressions for the moments of the Lawless-Wang's operational almost unbiased ridge regression (AUGRR) estimator for individual regression coefficients. © 2003 Elsevier Inc. All rights reserved.

Research Area(s)

  • Almost unbiased ridge regression estimator, Moment, Multicollinearity, Operational estimator, Ridge regression

Citation Format(s)

The moments of the operational almost unbiased ridge regression estimator. / Akdeniz, Fikri; Yüksel, Güzin; Wan, Alan T.K.
In: Applied Mathematics and Computation, Vol. 153, No. 3, 14.06.2004, p. 673-684.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review