Generalized preliminary test stochastic restricted estimator in the linear regression model
DOI10.1080/03610926.2014.957850zbMath1396.62164OpenAlexW2343938456MaRDI QIDQ2830193
Pushpakanthie Wijekoon, Sivarajah Arumairajan
Publication date: 9 November 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.957850
preliminary test estimatormean square error matrixgeneralized stochastic restricted estimatorgeneralized unrestricted estimator
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (2)
Cites Work
- Unnamed Item
- A new stochastic mixed ridge estimator in linear regression model
- On the distribution of shrinkage parameters of Liu-type estimators
- Nonnegative and positive definiteness of matrices modified by two matrices of rank one
- Improvement of the Liu estimator in linear regression model
- On the performance of two parameter ridge estimator under the mean square error criterion
- Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
- Mean squared error matrix comparisons between biased estimators — An overview of recent results
- Mean square error matrix comparisons of estimators 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
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- Performance of Some New Ridge Regression Estimators
- On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model
- The Bias and Moment Matrix of a Mixed Regression Estimator
This page was built for publication: Generalized preliminary test stochastic restricted estimator in the linear regression model
