Adaptive unified biased estimators of parameters in linear model

DOI10.1007/s10255-004-0181-zzbMath1048.62067OpenAlexW1971738939MaRDI QIDQ1884654

Hu Yang, Li Xing Zhu

Publication date: 5 November 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-004-0181-z

zbMATH Keywords

linear modelleast squares estimatorsufficient conditionadaptive unified biased estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Admissibility in statistical decision theory (62C15)

Related Items (1)

Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on adaptive generalized ridge regression estimator
• Another view of the Kuks-Olman estimator
• IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR
• Exact moments of lawless and wang's operational ridge regression estimator
• Some finite sample properties of generalized ridge regression estimators
• Influence diagnostics for fractional principal components estimators in regression
• Small sample properties of ridge estimators with normal and non-normal disturbances
• Minimax Adaptive Generalized Ridge Regression Estimators
• Influence functions and outlier detection under the common principal components model: A robust approach
• RELATIVE EFFICIENCY OF THE EXPANDED DOUBLE F-CLASS GENERALIZED RIDGE ESTIMATORS
• THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS
• Ridge estimator in singulah oesiun with application to age-period-cohort analysis of disease rates
• Robust Liu estimator for regression based on an M-estimator
• Miscellanea. Data sharpening as a prelude to density estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Finite-Sample Properties of the k-Class Estimators

This page was built for publication: Adaptive unified biased estimators of parameters in linear model