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International Journal of Statistika and Mathematika, ISSN: 2277- 2790 E-ISSN: 2249-8605

Volume 10, Issue 2, June 2014 pp 42-46

Research Article

A Note on the Finite Sample Properties of Ridge Estimator

 

Madhulika Dube1*, Isha2**, Vinod Kumar3**

{1Professor and HOD, 2, 3Research Scholars}, Department of Statistics, M. D. University, Rohtak, Hariyana, INDIA.

 

 

Linked References
          1. Dwivedi, T. D. Srivastava, V. K. Hall, R. L., “Finite Sample Properties of Ridge Estimators”. Technometrics, Vol. 22, No. 2. Pp205-212, 1980.
          2. Hemmerle, W. J. and Carey, M.B., "Some Properties of Generalized Ridge estimators" Communications in Statistics: Simulation and Computation. 12:3, 239-253, 1983.
          3. Hoerl, A. E. and Kennard, R. W., “Ridge Regression Biased Estimation for Non-Orthogonal Problems”. Technometrics, 12, 55-67, 1970a.
          4. Hoerl, A. E. and Kennard, R. W. “Ridge Regression Applications to Non-Orthogonal Problems”. Technometrics, 12, 69-82, 1970b.
          5. Judge, G.G. and Bock, M.E., the Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics. North Holland Publishing Company, Amsterdam, 1978.
          6. Marvin, H.J. Gruber, Regression Estimators: A Comparative Study. The John Hopkins University Press, 2010.
          7. Vinod, H.D. and Ullah, A., Recent Advance in Regression Analysis. Marcel Dekker, New York, 1981.

 
 
 
 
 
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