Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm

It is well-known that in the presence of multicollinearity, the ridge estimator is an alternative to the ordinary least square (OLS) estimator. Generalized ridge estimator (GRE) is an generalization of the ridge estimator. However, the efficiency of GRE depends on appropriately choosing the shrinkag...

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Bibliographic Details
Published in:المجلة العراقية للعلوم الاحصائية Vol. 17; no. 2; pp. 37 - 52
Main Authors: Qamar Abdul kareem, Zakariya Algamal
Format: Journal Article
Language:Arabic
Published: College of Computer Science and Mathematics, University of Mosul 01-12-2020
Online Access:Get full text
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