Two Kinds of Restricted Estimators in Singular Linear Regression

DOI10.1080/03610920903068182zbMath1204.62115OpenAlexW2147646886MaRDI QIDQ2786246

Hu Yang, Yalian Li

Publication date: 21 September 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903068182

zbMATH Keywords

singular linear modelmean squares errorgeneralized restricted root estimatorrestricted root estimatorrestricted unified least squares estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Cites Work

• Restricted ridge estimation.
• Good ridge estimators based on prior information
• Explicit and Constrained Generalized Ridge Estimation
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
• The conditional ridge-type estimation in singular linear model with linear equality restrictions
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Unified theory of least squares

This page was built for publication: Two Kinds of Restricted Estimators in Singular Linear Regression