Saleh, A.K. Md. Ehsanes; Shalabh - In: Journal of Multivariate Analysis 123 (2014) C, pp. 68-84
This paper considers the estimation of the parameters of measurement error models where the estimated covariance matrix of the regression parameters is ill conditioned. We consider the Hoerl and Kennard type (1970) ridge regression (RR) modifications of the five quasi-empirical Bayes estimators...