An alternative stochastic restricted Liu estimator in linear regression

DOI10.1007/s00362-007-0102-3zbMath1312.62093OpenAlexW1990593655MaRDI QIDQ840983

Jianwen Xu, Hu Yang

Publication date: 14 September 2009

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

Full work available at URL: https://doi.org/10.1007/s00362-007-0102-3

zbMATH Keywords

Liu estimatormean squared error matrixmixed estimatorstochastic restricted Liu estimator

Mathematics Subject Classification ID

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

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