A study on robust ridge estimatiors for seemingly unrelated regression models /
Tarek Mahmoud Omara
A study on robust ridge estimatiors for seemingly unrelated regression models / دراسة حول المقدرات القوية المعدلة لنماذج الانحدار التي تبدو غير مرتبطة Tarek Mahmoud Omara ; Supervised Elhoussainy A. Rady , Sayed M. Elsayed , Alaa A. Abdelaziz - Cairo : Tarek Mahmoud Omara , 2011 - 110 Leaves ; 30cm
Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
The thesis contains two parties, the first part of the thesis presents five new estimators to solve the problem of multicollinarity and outliers in SUR model, solve the problem of multicollinarity and outliers under exact restriction. The second part of the thesis adds the stochastic restricting as a condition to robust, ridge and robust ridge estimators to get stochastic restriction for general SUR robust, ridge and robust ridge estimator
Ridge estimators S-estimators Seemingly unrelated regression
A study on robust ridge estimatiors for seemingly unrelated regression models / دراسة حول المقدرات القوية المعدلة لنماذج الانحدار التي تبدو غير مرتبطة Tarek Mahmoud Omara ; Supervised Elhoussainy A. Rady , Sayed M. Elsayed , Alaa A. Abdelaziz - Cairo : Tarek Mahmoud Omara , 2011 - 110 Leaves ; 30cm
Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
The thesis contains two parties, the first part of the thesis presents five new estimators to solve the problem of multicollinarity and outliers in SUR model, solve the problem of multicollinarity and outliers under exact restriction. The second part of the thesis adds the stochastic restricting as a condition to robust, ridge and robust ridge estimators to get stochastic restriction for general SUR robust, ridge and robust ridge estimator
Ridge estimators S-estimators Seemingly unrelated regression