On the predictive performance of the almost unbiased Liu estimator

DOI10.1080/03610926.2014.941498zbMATH Open1347.62138OpenAlexW2474538993MaRDI QIDQ2817147FDOQ2817147

Authors: Jibo Wu 

Publication date: 29 August 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2014.941498

Recommendations

• Evaluation of the predictive performance of the Liu estimator
• Evaluation of the predictive performance of the Liu type estimator
• Evaluation of the predictive performance of the \(r\)-\(k\) and \(r\)-\(d\) class estimators
• More on the preliminary test estimator in almost unbiased Liu regression
• On the Liu and almost unbiased Liu estimators in the presence of multicollinearity with heteroscedastic or correlated errors

zbMATH Keywords

multicollinearityalmost unbiased Liu estimatorLiu estimatorpredictive mean squared error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• On the performance of two parameter ridge estimator under the mean square error criterion
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• Efficiency of an almost unbiased two-parameter estimator in linear regression model
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator
• A New Two-Parameter Estimator in Linear Regression

Cited In (4)

• Evaluation of the predictive performance of the Liu type estimator
• Evaluation of the predictive performance of the \(r\)-\(k\) and \(r\)-\(d\) class estimators
• Evaluation of the predictive performance of the Liu estimator
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation

This page was built for publication: On the predictive performance of the almost unbiased Liu estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2817147)