The quasi-stochastically constrained least squares method for ill linear regression

DOI10.1080/03610926.2013.828076MaRDI QIDQ2807673zbMATH OpenOpenAlexFDO

Authors Siming Li, Yao Sheng, Yong Li

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/10.1080/03610926.2013.828076

zbMATH Keywords

linear modelill design matrixsingular mixed estimatorstochastic linear constrains

Mathematics Subject Classification ID

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

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Cites work

• A stochastic restricted \(k\)-\(d\) class estimator
• A stochastic restricted ridge regression estimator
• Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
• Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
• Improvement of the Liu estimator in linear regression model
• The Treatment of Linear Restrictions in Regression Analysis

Cited in

(1)

• New approaches for choosing the ridge parameters

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