Rank-based Liu regression

DOI10.1007/s00180-018-0809-8zbMath1417.62199OpenAlexW2794612744MaRDI QIDQ722749

Mina Norouzirad, S. Ejaz Ahmed, Bahadır Yüzbaşı, Mohammad Arashi

Publication date: 27 July 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0809-8

zbMATH Keywords

shrinkage estimatorridge regressionpreliminary testmulticollinearityLiu estimatorrank-based estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (4)

A new class of efficient and debiased two-step shrinkage estimators: method and application ⋮ Liu-type shrinkage estimations in linear models ⋮ Diagnostic measures for the restricted Liu estimator in linear measurement error models ⋮ SLASSO: a scaled LASSO for multicollinear situations

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