Honam Mathematical Journal (호남수학학술지)
- Volume 9 Issue 1
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- Pages.99-111
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- 1987
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- 1225-293X(pISSN)
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- 2288-6176(eISSN)
On the Ridge Estimations with the Corrlated Error Structure
- Won, Byung Chool (Department of Mathematics, Yonsei University) ;
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Kim, Hae Kyung
(Department of Mathematics, Yonsei University)
- Received : 1987.04.30
- Accepted : 1987.06.22
- Published : 1987.08.01
Abstract
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.
Keywords