Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model

DOI10.1080/03610926.2011.648786zbMath1271.62151OpenAlexW2080261679MaRDI QIDQ2920080

Gülesen Üstündağ Şiray, Sadullah Sakallıoğlu

Publication date: 23 October 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.648786

zbMATH Keywords

principal components regression estimatorridge regression estimatoraverage loss criterionMahalanobis loss function

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

Efficiency of a stochastic restricted two-parameter estimator in linear regression ⋮ Performance of the principal component two-parameter estimator in misspecified linear regression model ⋮ Further research on the modified ridge principal component estimator in linear model ⋮ Further research on the principal component two-parameter estimator in linear model ⋮ Superiority of the r-k class estimator over some estimators in a misspecified linear model ⋮ Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model ⋮ On the predictive performance of the almost unbiased Liu estimator ⋮ More on the two-parameter estimation in the restricted regression ⋮ The extended two-type parameter estimator in linear regression model

Cites Work

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• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• On the inadmssibelity of ridge estimator in a linear model
• A note on combining ridge and principal component regression
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Performance of Some New Ridge Regression Estimators