Modified almost unbiased Liu estimator in linear regression model

DOI10.1007/s40304-017-0111-zzbMath1402.62162OpenAlexW2737765416MaRDI QIDQ1690612

Sivarajah Arumairajan, Pushpakanthie Wijekoon

Publication date: 19 January 2018

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-017-0111-z

zbMATH Keywords

multicollinearityLiu estimatorridge estimatormean squared error matrixalmost unbiased Liu estimatormodified almost unbiased Liu estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ Improved two-parameter estimators for the negative binomial and Poisson regression models ⋮ On the stochastic restricted modified almost unbiased Liu estimator in linear regression model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generalized preliminary test stochastic restricted estimator in the linear regression model
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A New Two-Parameter Estimator in Linear Regression
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Performance of Some New Ridge Regression Estimators
• Modified Liu-Type Estimator Based on (r − k) Class Estimator
• The Restricted and Unrestricted Two-Parameter Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

This page was built for publication: Modified almost unbiased Liu estimator in linear regression model