r-d Class Estimator Under Misspecification

DOI10.1080/03610926.2013.835421zbMath1337.62165MaRDI QIDQ2807603

Gülesen Üstündağ Şiray

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.835421

zbMATH Keywords

mean square error; misspecification; multicollinearity; Liu estimator; \(r\)-\(d\) class estimator; principal components regression estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Performance of the principal component two-parameter estimator in misspecified linear regression model, Stochastic restricted biased estimators in misspecified regression model with incomplete prior information

Cites Work

• Unnamed Item
• Small sample properties of a ridge regression estimator when there exist omitted variables
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
• Mixed regression estimator under misspecification
• \(r-k\) class estimation in regression model with concomitant variables
• A new measure of overall potential influence in linear regression
• Comparisons among some estimators in misspecified linear models with multicollinearity
• A new class of blased estimate in linear regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Performance of Some New Ridge Regression Estimators