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Singular Ridge Regression With Stochastic Constraints

Author

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  • M. Arashi
  • M. Janfada
  • M. Norouzirad

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.

Suggested Citation

  • M. Arashi & M. Janfada & M. Norouzirad, 2015. "Singular Ridge Regression With Stochastic Constraints," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(6), pages 1281-1292, March.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:6:p:1281-1292
    DOI: 10.1080/03610926.2012.763097
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    Cited by:

    1. Roozbeh, Mahdi, 2018. "Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 45-61.
    2. Roozbeh, Mahdi, 2016. "Robust ridge estimator in restricted semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 127-144.

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