Kibria-Lukman Estimator for General Linear Regression Model with AR(2) Errors: A Comparative Study with Monte Carlo Simulation
The sensitivity of the least-squares estimation in a regression model is impacted by multicollinearity and autocorrelation problems. To deal with the multicollinearity, Ridge, Liu, and Ridge-type biased estimators have been presented in the statistical literature. The recently proposed Kibria-Lukman...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Naim Çağman
2022-12-01
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| Col·lecció: | Journal of New Theory |
| Matèries: | |
| Accés en línia: | https://dergipark.org.tr/en/download/article-file/2522684 |
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