The moments of the operational almost unbiased ridge regression estimator

Fikri Akdeniz; Güzin Yüksel; Alan T.K. Wan

doi:10.1016/S0096-3003(03)00663-5

The moments of the operational almost unbiased ridge regression estimator

Fikri Akdeniz, Güzin Yüksel, Alan T.K. Wan

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

10 Citations (Scopus)

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.

Original language	English
Pages (from-to)	673-684
Journal	Applied Mathematics and Computation
Volume	153
Issue number	3
DOIs	https://doi.org/10.1016/S0096-3003(03)00663-5
Publication status	Published - 14 Jun 2004

Research Keywords

Almost unbiased ridge regression estimator
Moment
Multicollinearity
Operational estimator
Ridge regression

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title = "The moments of the operational almost unbiased ridge regression estimator",

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. {\textcopyright} 2003 Elsevier Inc. All rights reserved.",

keywords = "Almost unbiased ridge regression estimator, Moment, Multicollinearity, Operational estimator, Ridge regression",

author = "Fikri Akdeniz and G{\"u}zin Y{\"u}ksel and Wan, {Alan T.K.}",

year = "2004",

month = jun,

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journal = "Applied Mathematics and Computation",

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TY - JOUR

T1 - The moments of the operational almost unbiased ridge regression estimator

AU - Akdeniz, Fikri

AU - Yüksel, Güzin

AU - Wan, Alan T.K.

PY - 2004/6/14

Y1 - 2004/6/14

N2 - 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.

AB - 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.

KW - Almost unbiased ridge regression estimator

KW - Moment

KW - Multicollinearity

KW - Operational estimator

KW - Ridge regression

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-2942628881&origin=recordpage

U2 - 10.1016/S0096-3003(03)00663-5

DO - 10.1016/S0096-3003(03)00663-5

M3 - RGC 21 - Publication in refereed journal

SN - 0096-3003

VL - 153

SP - 673

EP - 684

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

IS - 3

ER -

The moments of the operational almost unbiased ridge regression estimator

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Research Keywords

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