Improved Liu-type estimator of parameters in two seemingly unrelated regressions
type: Item
instance of: scholarly article
title: Improved Liu-type estimator of parameters in two seemingly unrelated regressions
zbMATH Open document ID: 1298.62117
DOI: 10.1155/2014/679835
author: Jibo Wu
published in: ISRN Applied Mathematics
publication date: 2014-11-11T00:00:00Z
review text: Summary: We consider the parameter estimation in two seemingly unrelated regression systems. To overcome the multicollinearity, we propose a Liu-type estimator in seemingly unrelated regression systems. The superiority of the new estimator over the classic estimator in the mean square error is discussed and we also discuss the admissibility of the Liu-type estimator.
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6368357
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/679835
OpenAlex ID: W2076368438
Wikidata QID: Q59048826
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description: scientific article; zbMATH DE number 6368357