The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator

DOI10.1080/03610920500476572zbMath1084.62046OpenAlexW2093201124MaRDI QIDQ5201502

Fikri Akdeniz, Hans Joachim Werner, George P. H. Styan

Publication date: 19 April 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500476572

zbMATH Keywords

momenthypergeometric functionleast squares estimatormulticollinearityLiu estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Characterization of estimators uniformly shrinking on subspaces ⋮ On the distribution of shrinkage parameters of Liu-type estimators ⋮ New shrinkage-type estimators in a linear regression model when multicollinearity is severe ⋮ Liu-type estimator in semiparametric regression models ⋮ New difference-based estimator of parameters in semiparametric regression models

Cites Work

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• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• A note on the moments of stochastic shrinkage parameters in ridge regression
• Using Liu-Type Estimator to Combat Collinearity
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Comments on C P

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