The generalized preliminary test estimator when different sets of stochastic restrictions are available
From MaRDI portal
Publication:1685213
DOI10.1007/s00362-015-0723-xzbMath1416.62385OpenAlexW2171509127MaRDI QIDQ1685213
Sivarajah Arumairajan, Pushpakanthie Wijekoon
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0723-x
stochastic restrictionsmean square error matrixgeneralized preliminary test stochastic restricted estimator
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new stochastic mixed ridge estimator in linear regression model
- On the distribution of shrinkage parameters of Liu-type estimators
- Nonnegative and positive definiteness of matrices modified by two matrices of rank one
- Improvement of the Liu estimator in linear regression model
- Performance of Kibria's methods in partial linear ridge regression model
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- On the harm that ignoring pretesting can cause
- Generalized preliminary test stochastic restricted estimator in the linear regression model
- Ridge Estimation under the Stochastic Restriction
- Comparing Stochastically Restricted Linear Estimators in a Regression Model
- Mean squared error matrix comparisons between biased estimators — An overview of recent results
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A new class of blased estimate in linear regression
- A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model
- On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- Modified Liu-Type Estimator Based on (r − k) Class Estimator
- On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
This page was built for publication: The generalized preliminary test estimator when different sets of stochastic restrictions are available