On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression
From MaRDI portal
Publication:3019821
DOI10.1080/00949650903471023zbMath1271.62153OpenAlexW2151842129MaRDI QIDQ3019821
Publication date: 29 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903471023
multicollinearityrestricted \(r\)-\(d\) class estimatormean squared error matrixrestricted \(r\)-\(k\) class estimator
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
Related Items (14)
Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ The relative efficiency of Liu-type estimator in a partially linear model ⋮ A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances ⋮ Performance of the restricted almost unbiased type principal components estimators in linear regression model ⋮ Combining two-parameter and principal component regression estimators ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model ⋮ Performance of the difference-based Liu-type estimator in partially linear model ⋮ Modified and Restricted r-k Class Estimators ⋮ Further research on the principal component two-parameter estimator in linear model ⋮ Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model ⋮ A Class of s–K Type Principal Components Estimators in the Linear Model ⋮ More on the two-parameter estimation in the restricted regression ⋮ Performance of some stochastic restricted ridge estimator in linear regression model
Cites Work
- Nonnegative and positive definiteness of matrices modified by two matrices of rank one
- Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
- Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
- Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
- \(r-k\) class estimation in regression model with concomitant variables
- Linear models. Least squares and alternatives
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- A new class of blased estimate in linear regression
- COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
- Using Liu-Type Estimator to Combat Collinearity
- More on Liu-Type Estimator in Linear Regression
- Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
This page was built for publication: On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression
