On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors

Author: Li Yalian   Yang Hu  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.40, Iss.15, 2011-01, pp. : 2695-2708

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Abstract