The generalized preliminary test estimator when different sets of stochastic restrictions are available

DOI10.1007/s00362-015-0723-xzbMath1416.62385OpenAlexW2171509127MaRDI QIDQ1685213

Sivarajah Arumairajan, Pushpakanthie Wijekoon

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0723-x

zbMATH Keywords

stochastic restrictionsmean square error matrixgeneralized preliminary test stochastic restricted estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new stochastic mixed ridge estimator in linear regression model
• On the distribution of shrinkage parameters of Liu-type estimators
• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Improvement of the Liu estimator in linear regression model
• Performance of Kibria's methods in partial linear ridge regression model
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• On the harm that ignoring pretesting can cause
• Generalized preliminary test stochastic restricted estimator in the linear regression model
• Ridge Estimation under the Stochastic Restriction
• Comparing Stochastically Restricted Linear Estimators in a Regression Model
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Modified Liu-Type Estimator Based on (r − k) Class Estimator
• On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

This page was built for publication: The generalized preliminary test estimator when different sets of stochastic restrictions are available