On the predictive performance of the almost unbiased Liu estimator

DOI10.1080/03610926.2014.941498zbMath1347.62138OpenAlexW2474538993MaRDI QIDQ2817147

Jibo Wu

Publication date: 29 August 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2014.941498

zbMATH Keywords

multicollinearityLiu estimatoralmost unbiased Liu estimatorpredictive mean squared error

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator
• On the performance of two parameter ridge estimator under the mean square error criterion
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• A New Two-Parameter Estimator in Linear Regression
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Efficiency of an almost unbiased two-parameter estimator in linear regression model

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