Author： Firinguetti Luis
Publisher： Taylor & Francis Ltd
ISSN： 0361-0926
Source： Communications in Statistics: Theory and Methods, Vol.37, Iss.15, 2008-09, pp. : 2433-2446
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Abstract
A discussion is made of asymptotic properties of an Operational Ordinary Ridge Regression estimator and comparison is made with the Operational Generalized Least Squares estimator. Also, some simulation experiments are carried showing efficiency gains can be made through the use of de Ridge estimator.
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