Liu-type shrinkage estimations in linear models
From MaRDI portal
Publication:5072993
DOI10.1080/02331888.2022.2055030zbMath1493.62437arXiv1709.01131OpenAlexW4221060994MaRDI QIDQ5072993
Yasin Asar, Bahadır Yüzbaşı, S. Ejaz Ahmed
Publication date: 5 May 2022
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.01131
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- LASSO and shrinkage estimation in Weibull censored regression models
- Rank-based Liu regression
- Improvement of the Liu estimator in linear regression model
- Shrinkage estimation strategy in quasi-likelihood models
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- Penalty, shrinkage and pretest strategies. Variable selection and estimation
- A new class of blased estimate in linear regression
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Statistical View of Some Chemometrics Regression Tools
- Using Liu-Type Estimator to Combat Collinearity
- Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
- Shrinkage and penalized estimation in semi-parametric models with multicollinear data
- Modified Liu-Type Estimator Based on (r − k) Class Estimator
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Applications to Nonorthogonal Problems
This page was built for publication: Liu-type shrinkage estimations in linear models