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   improved ridge-type estimators in multivariate multiple linear model  
   
نویسنده seifollahi solmaz ,bevrani hossein ,kamary kaniav
منبع دوازدهمين سمينار جبر خطي و كاربردهاي آن - 1402 - دوره : 12 - دوازدهمین سمینار جبر خطی و کاربردهای آن - کد همایش: 02230-97347 - صفحه:0 -0
چکیده    ‎this paper focus on estimating of the multivariate multiple linear models (mmlms) when multicollinearity presents in the design matrix‎. ‎among the estimators proposed to tackle the problem of multicollinearity‎, ‎the ridge estimator is popular‎. ‎we propose the ridge-type estimators of the coefficient matrix when the multicollinearity exists along with the prior information about the coefficients‎. ‎a simulation study is utilized to compare the relative efficiency of proposed estimators and finally‎, ‎we analyze a real dataset by the proposed estimators to show the usefulness of the proposed estimators‎.
کلیدواژه ordinary ridge estimator ,restricted ridge-type estimator ,james-stein ridge-type estimator ,preliminary test ridge-type estimator
آدرس , iran, , iran, , iran
پست الکترونیکی kaniav.kamary@centralesupelec.fr
 
     
   
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