The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity

DOI10.1080/03610918.2020.1806324OpenAlexW3081561694MaRDI QIDQ5055152

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Publication date: 13 December 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1806324

zbMATH Keywords

multicollinearityLiu estimatorridge-type estimatormean squared error matrixtwo parameter estimator

Mathematics Subject Classification ID

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

Related Items

Principal component ridge type estimator for the inverse Gaussian regression model ⋮ On modified unbiased two-parameter estimator

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