Probability Distribution of Random Ridge Factor
IRAQI JOURNAL OF STATISTICAL SCIENCES,
2008, Volume 8, Issue 2, Pages 43-55
10.33899/iqjoss.2008.31083
Abstract
In this paper, we concerned with the research about the probability distribution of random ridge factor. The estimator of regression parameter is characterized as the shrunken estimator. Also we found the probability density function of the shrinkage factor which it didn’t belong to familiar probability density functions.
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