A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model
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Publication:3017843
DOI10.1080/03610921003778217zbMath1318.62235OpenAlexW2098706529MaRDI QIDQ3017843
Publication date: 20 July 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610921003778217
multicollinearitystochastic linear restrictionstwo-parameter estimatormean squared error matrixmixed estimator
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)
Related Items (6)
Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions ⋮ Diagnostic measures for the restricted Liu estimator in linear measurement error models ⋮ Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model ⋮ A generalized difference-based mixed two-parameter estimator in partially linear model ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ Defining a two-parameter estimator: a mathematical programming evidence
Cites Work
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
- An alternative stochastic restricted Liu estimator in linear regression
- Improvement of the Liu estimator in linear regression model
- A stochastic restricted ridge regression estimator
- Linear models. Least squares and alternatives
- A new class of blased estimate in linear regression
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- The Restricted and Unrestricted Two-Parameter Estimators
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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