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The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation |
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| Authors: | Luis Firinguetti |
| Institution: | Departamento de Matemática y C.C , Universidad de Santiago de Chile , Santiago, Chile |
| Abstract: | The exact properties of the Lawless and Wang Operational Ridge Regression estimator are derived in the context of a misspecified regression equation. |
| Keywords: | misspecification ridge regression bias second order moments |