Proceedings of the Korean Operations and Management Science Society Conference (한국경영과학회:학술대회논문집)
- 1990.04a
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- Pages.263-271
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- 1990
On the ridge estimations with the correlated error structure
Abstract
In this paper, we shall construct a ridge estimator in a multiple linear model with the correlated error structure. The existence of the biasing parameter satisfying the Mean Squared Error Criterion is also proved. Furthermore, we shall determine the value of shrinkage factors by the iteration method.
Keywords