THE EXACT PROPERTIES OF THE LAWLESS AND WANG OPERATIONAL RIDGE-REGRESSION ESTIMATOR IN A MISSPECIFIED REGRESSION EQUATION

被引：2

作者：

FIRINGUETTI, L ^{[1
]}

机构：

[1] UNIV SANTIAGO DE COMPOSTELA,DEPT MATEMAT & CC,SANTIAGO,SPAIN

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1991年 / 20卷 / 2-3期

关键词：

MISSPECIFICATION; RIDGE REGRESSION; BIAS; 2ND ORDER MOMENTS;

D O I：

10.1080/03610919108812978

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The exact properties of the Lawless and Wang Operational Ridge Regression estimator are derived in the context of a misspecified regression equation.

引用

页码：689 / 714

页数：26

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