Performance of some stochastic restricted ridge estimator in linear regression model

DOI10.1155/2014/508793zbMATH Open1442.62157DBLPjournals/jam/WuL14OpenAlexW1977170380WikidataQ59051770 ScholiaQ59051770MaRDI QIDQ2336487FDOQ2336487

Authors: Jibo Wu, Chao-Lin Liu 

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/508793

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• On the Use of Incomplete Prior Information in Regression Analysis
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Using Liu-Type Estimator to Combat Collinearity
• An alternative stochastic restricted Liu estimator in linear regression
• Performance of Some New Ridge Regression Estimators
• On the restricted \(r\)-\(k\) class estimator and the restricted \(r\)-\(d\) class estimator in linear regression
• Ridge regression:some simulations
• A stochastic restricted ridge regression estimator
• A Note on Regression when There is Extraneous Information about One of the Coefficients
• More on the bias and variance comparisons of the restricted almost unbiased estimators
• On the restricted almost unbiased estimators in linear regression
• A simulation study on some restricted ridge regression estimators

Cited In (4)

• A simulation study on some restricted ridge regression estimators
• A stochastic restricted ridge regression estimator
• Robust estimation in restricted linear regression
• A generalized stochastic restricted ridge regression estimator

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