| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525813 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
We carry out the idea of inequality constrained least squares (ICLS) estimation of Liew (1976) to the inequality constrained ridge regression (ICRR) estimation. We propose ICRR estimator by reducing the primal-dual relation to the fundamental problem of Dantzig and Cottle, 1967, Cottle and Dantzig, 1974 with Lemke (1962) algorithm. Furthermore, we conduct a Monte Carlo experiment.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Selma Toker, Gülesen ÃstündaÄ Åiray, Selahattin Kaçıranlar,