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Singular Ridge Regression With Stochastic Constraints |
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| Authors: | M Arashi M Janfada M Norouzirad |
| Institution: | 1. Department of Statistics, School of Mathematical Sciences, University of Shahrood, Shahrood, Iranm_arashi_stat@yahoo.com;3. Department of Statistics, School of Mathematical Sciences, University of Shahrood, Shahrood, Iran;4. Department of Statistics, Faculty of Sciences, Mashhad Branch, Islamic Azad University, Mashhad, Iran |
| Abstract: | This article considers the estimation of the restricted ridge regression parameter in singular models. The problem is commenced with considering elliptically contoured equality constrained and then followed by proposing the preliminary test estimator. Along with proposing some important properties of this estimator, a real example satisfying the elliptical assumption is also given to bring the problem into a noticeable issue. |
| Keywords: | Elliptically contoured distribution Preliminary test estimator Ridge Regression Singular model |