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...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | Artigo |
| اللغة: | Inglês |
| منشور في: |
Naim Çağman
2022-12-01
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| سلاسل: | Journal of New Theory |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://dergipark.org.tr/en/download/article-file/2522684 |
| الوسوم: |
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