Liu and Ridge Estimators-A Comparison

DOI10.1080/03610926.2011.563018zbMath1284.62444OpenAlexW2012132877MaRDI QIDQ4648659

Marvin H. J. Gruber

Publication date: 12 November 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.563018

zbMATH Keywords

shrinkage estimatormulticollinearityridge-type estimatorbiasing parameter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (3)

On the Behavior of the Risk of a LASSO-Type Estimator ⋮ Optimal determination of the parameters of some biased estimators using genetic algorithm ⋮ Influence measures in affine combination type regression

Cites Work

• A new class of blased estimate in linear regression
• The Restricted and Unrestricted Two-Parameter Estimators
• Linear Statistical Inference and its Applications
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