On the distribution of shrinkage parameters of Liu-type estimators

DOI10.1214/08-BJPS005zbMath1298.62119OpenAlexW2051332893MaRDI QIDQ462980

M. I. Alheety, T. V. Ramanathan, Sharad D. Gore

Publication date: 22 October 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1245351239

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

The generalized preliminary test estimator when different sets of stochastic restrictions are available ⋮ Generalized preliminary test stochastic restricted estimator in the linear regression model ⋮ Confidence Interval for Shrinkage Parameters in Ridge Regression

Cites Work

• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator
• 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
• A note on the moments of stochastic shrinkage parameters in ridge regression
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Using Liu-Type Estimator to Combat Collinearity
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
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