The distribution of stochastic shrinkage biasing parameters of the Liu type estimator

DOI10.1016/j.amc.2004.03.026zbMath1117.62466OpenAlexW1968116638MaRDI QIDQ1774914

Fikri Akdeniz, Fikri Öztürk

Publication date: 4 May 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2004.03.026

zbMATH Keywords

Density functionCollinearityBiased estimationLiu type estimatorRidge regression estimatorShrinkage parameter

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Exact distribution theory in statistics (62E15)

Related Items (5)

On the distribution of shrinkage parameters of Liu-type estimators ⋮ Rank-based Liu regression ⋮ On the predictive performance of the almost unbiased Liu estimator ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models ⋮ Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators

Cites Work

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• New biased estimators under the LINEX loss function
• A new class of blased estimate in linear regression
• 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
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Using Liu-Type Estimator to Combat Collinearity
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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