\(r\)-\(k\) class estimator in the linear regression model with correlated errors

DOI10.1007/s00362-012-0484-8zbMath1297.62159OpenAlexW1966997925MaRDI QIDQ744761

Selahattin Kaçıranlar, Sadullah Sakallıoğlu, Gülesen Üstündağ Şiray

Publication date: 26 September 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0484-8

zbMATH Keywords

autocorrelationmulticollinearity\(r\)-\(k\) class estimatorridge regression estimatormean square error matrix

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (10)

Efficiency of a stochastic restricted two-parameter estimator in linear regression ⋮ Regression diagnostics methods for Liu estimator under the general linear regression model ⋮ Simultaneous prediction using target function based on principal components estimator with correlated errors ⋮ The feasible generalized restricted ridge regression estimator ⋮ A note on the performance of biased estimators with autocorrelated errors ⋮ On a principal component two-parameter estimator in linear model with autocorrelated errors ⋮ Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model ⋮ More on the two-parameter estimation in the restricted regression ⋮ Two kinds of weighted biased estimators in stochastic restricted regression model ⋮ The extended two-type parameter estimator in linear regression model

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