한국경영과학회:학술대회논문집 (Proceedings of the Korean Operations and Management Science Society Conference)
- 대한산업공학회/한국경영과학회 1990년도 춘계공동학술대회논문집; 한국과학기술원; 28 Apr. 1990
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- Pages.263-271
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- 1990
On the ridge estimations with the correlated error structure
초록
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.
키워드