Restricted ridge estimation

By J. Groß. 2003

88 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

The Restricted and Unrestricted Two-Parameter Estimators (2007, methodology): “…they obtained the restricted Liu estimator as ̂rd = X′X + I −1 X′X + dI ̂r However, ̂rd does not satisfy the restrictions (1.15) and therefore it is not a restricted estimator with respect to restrictions (1.15) as Groß (2003) said for the restricted ridge estimator that Sarkar (1992) proposed.”
A new stochastic mixed ridge estimator in linear regression model (2010, methodology): “However, as pointed out by Gros (2003), the estimator proposed by Sarkar (1992) does not always satisfy the given linear restrictions, and Gros (2003) studied another restricted ridge estimator combing the estimator given by Swindel (1976) and the restricted least squares method.”