New biased estimators under the LINEX loss function

DOI10.1007/BF02777222zbMath1050.62076OpenAlexW2026664030MaRDI QIDQ1880284

Fikri Akdeniz

Publication date: 22 September 2004

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

Full work available at URL: https://doi.org/10.1007/bf02777222

zbMATH Keywords

multiple linear regressionrelative efficiencyrisk functionridge regression estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Statistical decision theory (62C99)

Related Items (6)

Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes ⋮ Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss ⋮ Efficiency of the modified jackknifed Liu-type estimator ⋮ Generalized Liu Type Estimators Under Zellner's Balanced Loss Function ⋮ Restricted ridge estimator in the logistic regression model ⋮ The distribution of stochastic shrinkage biasing parameters of the Liu type estimator

Cites Work

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• Generalized ridge regression estimators under the LINEX loss function
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• On small sample properties of the almost unbiased generalized ridge estimator
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• A note on almost unbiased generalized ridge regression estimator under asymmetric loss
• Estimation of the mean of the selected population under asymmetric loss function
• Sequential point estimation of normal mean under LINEX loss function.

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