present the estimators of the regression coefficients combining the idea of preliminary test estimator and Stein-rule estimator with the ridge regression methodology for elliptically contoured distributions. Accordingly, their exact risk expressions...

of companies admitted at Tehran stock Exchange by Least Angel Regression (LARS), AdaBoost and Kernel Ridge Regression (KRR) and comparing ability of the algorithms in order to find the best methods of the test. In this study the financial data of (1159...

vector. We have considered the preliminary test ridge regression estimators (PTRREs) based on the Wald, likelihood ratio, and lagrangian multiplier tests. Tables for the maximum and minimum guaranteed efficiency of the PTRREs are obtained, which allow us...

In this article, we introduce a semiparametric ridge regression estimator for the

vector-parameter in a partial linear model. It is also assumed that some additional

artificial linear restrictions are imposed to the whole parameter...