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Comparisons of the Unbiased Ridge Estimation to the Other Estimations |
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| Authors: | M Revan Özkale Selahattin Kaçiranlar |
| Institution: | 1. Department of Statistics , ?ukurova University , Adana, Turkey mrevan@cu.edu.tr;3. Department of Statistics , ?ukurova University , Adana, Turkey |
| Abstract: | In this article, we employ the method of empirical likelihood to construct confidence intervals of conditional density for a left-truncation model. It is proved that the empirical likelihood ratio admits a limiting chi-square distribution with one degree of freedom when the lifetime observations with multivariate covariates form a stationary α-mixing sequence. |
| Keywords: | Multicollinearity Ordinary least squares estimator Ordinary ridge regression estimator Residual r ? k class estimator Unbiased ridge regression estimator |