On Biased Estimation in Linear Models

Cited in

(52)

Generalized ridge regression, least squares with stochastic prior information, and Bayesian estimators
Some properties of a class of biased regression estimators
Estimation of the signal-to-noise in the linear regression model
Bayes estimation in linear models: A coordinate-free approach
Characterizations of admissible linear estimators in the linear model
Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model
Biased estimation and hypothesis testing in linear regression
Combining two-parameter and principal component regression estimators
Optimal and robust waveform design for MIMO radars in the presence of clutter
On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
Predictive performance of linear regression models
Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties
Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
A simulation study of biased estimators against the ordinary least squares estimator
Restricted minimum bias linear estimation in regression
Defining a two-parameter estimator: a mathematical programming evidence
SLASSO: a scaled LASSO for multicollinear situations
On the Liu estimation of Bell regression model in the presence of multicollinearity
Combining Unbiased Ridge and Principal Component Regression Estimators
The principal correlation components estimator and its optimality
Fractional principal components regression: a general approach to biased estimators
A test of the mean square error criterion for linear admissible estimators
A New Two-Parameter Estimator in Linear Regression
Über einige verzerrte Schätzer für die Koeffizienten eines linearen Modells
An example of ridge regression difficulties
Good ridge estimators based on prior information
Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
Assessing coverage-probabilities for approximate minimax estimators with respect to interval restrictions
Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
Modified two parameter regression estimator for solving the multicollinearity
On some beta ridge regression estimators: method, simulation and application
Regression diagnostics methods for Liu estimator under the general linear regression model
The Almon two parameter estimator for the distributed lag models
Optimal determination of the parameters of some biased estimators using genetic algorithm
Developing ridge estimation method for median regression
Influence measures in affine combination type regression
The Restricted and Unrestricted Two-Parameter Estimators
Some Applications of the Rao Distance to Shrinkage Estimators
The Improved Estimation of σ in Quality Control, Revisited
Admissible linear estimators of the multivariate normal mean without extra information
Reviving some geometric aspects of shrinkage estimation in linear models
Comparison of regression estimators using Pitman measures of nearness.
A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies
A new estimator for the Gaussian linear regression model with multicollinearity
On some robust Liu estimators for the linear regression model with outliers: theory, simulation and application
Regularized estimation for right-censored zero-inflated Poisson regression: methods and applications to health data
Regularization and variable selection with triple shrinkage in linear regression: a generalization of lasso
A New Modified Generalized Two Parameter Estimator for linear regression model
Equality between two general ridge estimators and equivalence of their residual sums of squares
An adaptive triple-shrinkage framework for linear models with oracle properties
Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients
A pre-test like estimator dominating the least-squares method

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