Correlation Based Ridge Parameters in Ridge Regression with Heteroscedastic Errors and Outliers
This paper introduces some new estimators for estimating ridge parameter, based on correlation between response and regressor variables for ridge regression analysis. A simulation study has been made to evaluate the performance of proposed estimators based on the minimum mean squared error (MSE) cri...
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| Format: | Article |
| Language: | English |
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Atlantis Press
2015-11-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
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| Online Access: | https://www.atlantis-press.com/article/25845145.pdf |