Efficiency of an almost unbiased two-parameter estimator in linear regression model

DOI10.1080/02331888.2011.605891zbMath1327.62415OpenAlexW2061245236MaRDI QIDQ5299496

Hu Yang, Jibo Wu

Publication date: 25 June 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.605891

zbMATH Keywords

multicollinearitymean-squared errortwo-parameter estimatoralmost unbiased two-parameter estimator

Mathematics Subject Classification ID

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

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Cites Work

• A class of almost unbiased and efficient estimators of regression coefficients
• On the almost unbiased ridge regression estimator
• On small sample properties of the almost unbiased generalized ridge estimator
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• The Restricted and Unrestricted Two-Parameter Estimators

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