Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model

DOI10.1016/j.jmva.2014.01.002zbMath1360.62395OpenAlexW2068142270MaRDI QIDQ2438629

Mohammad Arashi, B. M. Golam Kibria, Mina Norouzirad, Saralees Nadarajah

Publication date: 6 March 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.01.002

zbMATH Keywords

elliptically contoured distributionshrinkage estimationbiasdominancepreliminary testLiu estimatorrisk functionJames and Stein estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (27)

Robust ridge estimator in restricted semiparametric regression models ⋮ Improved estimation in elliptical linear mixed measurement error models ⋮ A new Poisson Liu Regression Estimator: method and application ⋮ Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Liu-type shrinkage estimations in linear models ⋮ Improved shrinkage estimators in zero-inflated negative binomial regression model ⋮ Performance of the stein-type two-parameter estimator in multiple linear regression model ⋮ Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ Diagnostic measures for the restricted Liu estimator in linear measurement error models ⋮ The generalized preliminary test estimator when different sets of stochastic restrictions are available ⋮ Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model ⋮ Performance of preliminary test estimators for error variance based on W, LR and LM tests ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors ⋮ Simultaneous estimation of several CDF’s: homogeneity constraint ⋮ Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Rank-based Liu regression ⋮ براوردگر پیش آزمون در مدل نمایی دو پارامتری تحت سانسور فزاینده نوع دوم ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ SLASSO: a scaled LASSO for multicollinear situations ⋮ The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models ⋮ On Liu-type biased estimators in measurement error models ⋮ Shrinkage estimation in system regression model

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