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

DOI10.1080/03610926.2013.828076zbMATH Open1381.62231OpenAlexW1972172992MaRDI QIDQ2807673FDOQ2807673

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

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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)

Cites Work

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

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