The quasi-stochastically constrained least squares method for ill linear regression

DOI10.1080/03610926.2013.828076zbMath1381.62231OpenAlexW1972172992MaRDI QIDQ2807673

Yong Li, Siming Li, Yao Sheng

Publication date: 25 May 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.828076

zbMATH Keywords

linear modelill design matrixsingular mixed estimatorstochastic linear constrains

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items (1)

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Cites Work

• Improvement of the Liu estimator in linear regression model
• A stochastic restricted ridge regression estimator
• Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions
• A stochastic restrictedk–dclass estimator
• Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
• The Treatment of Linear Restrictions in Regression Analysis

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