On the Principal Component Liu-type Estimator in Linear Regression

DOI10.1080/03610918.2013.837181zbMath1328.62470OpenAlexW2079780836MaRDI QIDQ5265823

Jibo Wu, Hu Yang

Publication date: 29 July 2015

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

Full work available at URL: https://doi.org/10.1080/03610918.2013.837181

zbMATH Keywords

ordinary least squares estimatorLiu-type estimatormean squared error matrix

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (4)

The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses ⋮ The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses ⋮ The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models ⋮ Defining a two-parameter estimator: a mathematical programming evidence

Cites Work

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• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
• A stochastic restricted ridge regression estimator
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• A stochastic restrictedk–dclass estimator
• A new class of blased estimate in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• The Restricted and Unrestricted Two-Parameter Estimators

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