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  • The regression method ridge least weighted squares (RLWS) was presented in [4] as a method which can handle multicollinearity as well as contamination simultaneously. This estimator combines the principles of the ridge regression and the least weighted squares (LWS) proposed in [10]. The normal equations for LWS and RLWS do not differ so much, thus we can use profitably the results of LWS consistency already presented in [12] and [13]. Therefore, it is possible to prove weak consistency and also weak square root n-consistency of RLWS in spite of the fact that the RLWS estimate is biased. All results are proven under heteroscedasticity
  • The regression method ridge least weighted squares (RLWS) was presented in [4] as a method which can handle multicollinearity as well as contamination simultaneously. This estimator combines the principles of the ridge regression and the least weighted squares (LWS) proposed in [10]. The normal equations for LWS and RLWS do not differ so much, thus we can use profitably the results of LWS consistency already presented in [12] and [13]. Therefore, it is possible to prove weak consistency and also weak square root n-consistency of RLWS in spite of the fact that the RLWS estimate is biased. All results are proven under heteroscedasticity (en)
Title
  • Weak consistency and weak square root n-consistency of the ridge least weighted squares
  • Weak consistency and weak square root n-consistency of the ridge least weighted squares (en)
skos:prefLabel
  • Weak consistency and weak square root n-consistency of the ridge least weighted squares
  • Weak consistency and weak square root n-consistency of the ridge least weighted squares (en)
skos:notation
  • RIV/00216208:11320/11:10101410!RIV12-GA0-11320___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/09/0557), P(LC06024)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 241578
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/11:10101410
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • heteroscedasticity.; square root n-consistency; consistency; Ridge least weighted squares (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [1BA7DAB89D29]
http://linked.open...v/mistoKonaniAkce
  • Řím, Itálie
http://linked.open...i/riv/mistoVydani
  • Rome, Italy
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 14th Applied Stochastic Models and Data Analysis (AMSDA 2011) Conference
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Jurczyk, Tomáš
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Faculty of Economisc of the University of Rome
https://schema.org/isbn
  • 978-88-467-3045-9
http://localhost/t...ganizacniJednotka
  • 11320
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