New shrinkage-type estimators in a linear regression model when multicollinearity is severe

DOI10.1080/02331888.2012.760090zbMath1291.62132OpenAlexW1979304742MaRDI QIDQ5169770

Xun-Qing Wu, Feng Gao, Xu-Qing Liu

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.760090

zbMATH Keywords

multicollinearitylinear regression modelordinary least-squares estimatorshrinkage-type estimatorcombined independent factor estimatorindependent factor estimator

Mathematics Subject Classification ID

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

Cites Work

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