Singular Ridge Regression With Stochastic Constraints

M. Arashi, M. Janfada and M. Norouzirad

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 6, 1281-1292

Abstract: This article considers the estimation of the restricted ridge regression parameter in singular models. The problem is commenced with considering elliptically contoured equality constrained and then followed by proposing the preliminary test estimator. Along with proposing some important properties of this estimator, a real example satisfying the elliptical assumption is also given to bring the problem into a noticeable issue.

Date: 2015
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DOI: 10.1080/03610926.2012.763097

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