The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models

DOI10.1080/03610926.2015.1073315zbMath1368.62091OpenAlexW2346407626MaRDI QIDQ4976258

Fikri Akdeniz, Mohammad Arashi, Saralees Nadarajah

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1073315

zbMATH Keywords

elliptically contoured distributionshrinkage estimatorridge regressionmulticollinearityLiu estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

A new Poisson Liu Regression Estimator: method and application ⋮ On Liu-type biased estimators in measurement error models

Cites Work

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• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Singular Ridge Regression With Stochastic Constraints

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