Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators

DOI10.1080/03610920802531322zbMath1170.62332OpenAlexW1979176730MaRDI QIDQ3396341

Yalian Li, Hu Yang, Jianwen Xu

Publication date: 18 September 2009

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

Full work available at URL: https://doi.org/10.1080/03610920802531322

zbMATH Keywords

mean squared error matrixrestricted almost unbiased Liu estimatorrestricted almost unbiased ridge estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

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Cites Work

• Restricted ridge estimation.
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator
• 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
• 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
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS

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