Kibria-Lukman Estimator for General Linear Regression Model with AR(2) Errors: A Comparative Study with Monte Carlo Simulation

The sensitivity of the least-squares estimation in a regression model is impacted by multicollinearity and autocorrelation problems. To deal with the multicollinearity, Ridge, Liu, and Ridge-type biased estimators have been presented in the statistical literature. The recently proposed Kibria-Lukman...

Full description

Saved in:
Bibliographic Details
Main Author: Tuğba Söküt Açar
Format: Article
Language:English
Published: Naim Çağman 2022-12-01
Series:Journal of New Theory
Subjects:
Online Access:https://dergipark.org.tr/en/download/article-file/2522684
Tags: Add Tag
No Tags, Be the first to tag this record!