The moments of the operational almost unbiased ridge regression estimator

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-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

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DOI

DOI
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Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-2942628881&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(bd42e554-158a-4204-8ec0-23a5478c03d4).html

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

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Publication fingerprints text

100
Ridge regression Mathematics
94
Regression estimato... Mathematics
55
Moment Mathematics
42
Regression coeffici... Mathematics
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Citation Format(s)

[ RIS ] [ BibTeX ]

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 Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review