A note on some new modifications of ridge estimators

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dc.contributor.authorAsar, Yasin
dc.contributor.authorGenc, Asir
dc.date.accessioned2024-02-23T14:49:00Z
dc.date.available2024-02-23T14:49:00Z
dc.date.issued2017
dc.departmentNEÜen_US
dc.description.abstractRidge estimator is an alternative to ordinary least square estimator, when there is multicollinearity problem. There are many proposed estimators in literature. In this paper, we propose some new estimators. A Monte Carlo experiment has been conducted for the comparison of the performances of the estimators. Mean squared error (MSE) is used as a performance criterion. The benefits of new estimators are illustrated using a real dataset. According to both simulation results and application, our new estimators have better performances in the sense of MSE in most of the situations.en_US
dc.identifier.endpage82en_US
dc.identifier.issn2307-4108
dc.identifier.issn2307-4116
dc.identifier.issue3en_US
dc.identifier.scopus2-s2.0-85036531389en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage75en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12452/17946
dc.identifier.volume44en_US
dc.identifier.wosWOS:000412120400009en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherAcademic Publication Councilen_US
dc.relation.ispartofKuwait Journal Of Scienceen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectMonte Carlo Simulationen_US
dc.subjectMseen_US
dc.subjectMulticollinearityen_US
dc.subjectOlsen_US
dc.subjectRidge Estimatoren_US
dc.titleA note on some new modifications of ridge estimatorsen_US
dc.typeArticleen_US

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