A stochastic restrictedk–dclass estimator
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Publication:3143503
DOI10.1080/02331888.2011.555547zbMath1316.62096OpenAlexW2069469626MaRDI QIDQ3143503
Publication date: 30 November 2012
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2011.555547
ordinary least squares estimatormean squared error matrixordinary mixed estimatorstochastic restricted Liu estimator\(k\)-\(d\) class estimator
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30) General nonlinear regression (62J02)
Related Items (9)
Efficiency of a stochastic restricted two-parameter estimator in linear regression ⋮ Chisquared and related inducing pivot variables: an application to orthogonal mixed models ⋮ A new stochastic mixed Liu estimator in linear regression model ⋮ Inference in nonorthogonal mixed models ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ On the weighted mixed Liu-type estimator under unbiased stochastic restrictions ⋮ The quasi-stochastically constrained least squares method for ill linear regression ⋮ More on the two-parameter estimation in the restricted regression ⋮ On the Principal Component Liu-type Estimator in Linear Regression
Cites Work
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- A new biased estimator based on ridge estimation
- An alternative stochastic restricted Liu estimator in linear regression
- Improvement of the Liu estimator in linear regression model
- Linear models. Least squares and alternatives
- 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
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
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