Equality between two general ridge estimators and equivalence of their residual sums of squares
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DOI: 10.1007/s00362-024-01644-z
Abstract: General ridge estimators are typical linear estimators in a general linear model. The class of them includes some shrinkage estimators in addition to classical linear unbiased estimators such as the ordinary least squares estimator and… read more here.
Keywords: two general; general ridge; equality two; ridge estimators ... See more keywords
Robust tests of the equality of two high-dimensional covariance matrices
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DOI: 10.1080/03610926.2020.1788085
Abstract: Abstract It is of great importance in both theory and application to test the equality of two covariance matrices and . This article proposes a new robust test based on spatial sign statistic regarding in… read more here.
Keywords: robust tests; high dimensional; covariance matrices; tests equality ... See more keywords