On the Ridge Estimations with the Corrlated Error Structure

  • 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