On the stochastic restricted modified almost unbiased Liu estimator in linear regression model

DOI10.1007/s40304-018-0131-3zbMath1395.62206OpenAlexW2802667153MaRDI QIDQ722084

Sivarajah Arumairajan

Publication date: 20 July 2018

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-018-0131-3

zbMATH Keywords

multicollinearitystochastic restrictionsmean squared error matrixmodified almost unbiased Liu estimatorstochastic restricted modified almost unbiased Liu estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03)

Cites Work

• A new stochastic mixed ridge estimator in linear regression model
• Improvement of the Liu estimator in linear regression model
• Modified almost unbiased Liu estimator in linear regression model
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Performance of Some New Ridge Regression Estimators
• Modified Liu-Type Estimator Based on (r − k) Class Estimator
• The Restricted and Unrestricted Two-Parameter Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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