Generalized Liu Type Estimators Under Zellner's Balanced Loss Function

DOI10.1081/STA-200066357zbMath1072.62054OpenAlexW2064337103MaRDI QIDQ5697405

Fikri Akdeniz, Alan T. K. Wan, Esra Akdeniz

Publication date: 17 October 2005

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

Full work available at URL: https://doi.org/10.1081/sta-200066357

zbMATH Keywords

ridge regressionriskLiu estimatorcollinearitybalanced loss

Mathematics Subject Classification ID

Related Items (5)

The principal correlation components estimator and its optimality ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ Robust ridge and robust Liu estimator for regression based on the LTS estimator ⋮ Admissibility in general linear model with respect to an inequality constraint under balanced loss ⋮ Stein-rule estimation under an extended balanced loss function

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