The distribution of stochastic shrinkage biasing parameters of the Liu type estimator

DOI10.1016/j.amc.2004.03.026zbMath1117.62466MaRDI QIDQ1774914

Fikri Akdeniz, Fikri Öztürk

Publication date: 4 May 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2004.03.026

zbMATH Keywords

Density function; Collinearity; Biased estimation; Liu type estimator; Ridge regression estimator; Shrinkage parameter

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62E15: Exact distribution theory in statistics

Related Items

The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models, On the distribution of shrinkage parameters of Liu-type estimators, Rank-based Liu regression, On the predictive performance of the almost unbiased Liu estimator, Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators

Cites Work

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• Using Liu-Type Estimator to Combat Collinearity
• Ridge Regression: Biased Estimation for Nonorthogonal Problems