Efficiency of a stochastic restricted two-parameter estimator in linear regression

DOI10.1016/J.AMC.2014.10.011MaRDI QIDQ298612zbMATH OpenOpenAlexFDO

Authors Yalian Li, Hu Yang

Publication date 21 June 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2014.10.011

zbMATH Keywords

multicollinearitymatrix mean square errorstochastic restrictiontwo-parameter estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Recommendations

• A stochastic restricted two-parameter estimator in linear regression model
• scientific article; zbMATH DE number 6796068
• The relative efficiency of the restricted estimators in linear regression models
• On the stochastic restricted two-parameter ridge type estimator in a linear regression model
• A new stochastic mixed ridge estimator in linear regression model

Cites work

• scientific article; zbMATH DE number 3849412 (Why is no real title available?)
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• A new biased estimator based on ridge estimation
• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A stochastic restricted \(k\)-\(d\) class estimator
• A stochastic restricted ridge regression estimator
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Comment on Ridge Estimation to the Restricted Linear Model
• Improvement of the Liu estimator in linear regression model
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Linearized restricted ridge regression estimator in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• On the performance of two parameter ridge estimator under the mean square error criterion
• Performance of Some New Ridge Regression Estimators
• Restricted ridge estimation.
• Ridge Estimation to the Restricted Linear Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Stein-type improvement under stochastic constraints: use of multivariate Student-t model in regression
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• The Restricted and Unrestricted Two-Parameter Estimators
• \(r\)-\(k\) class estimator in the linear regression model with correlated errors

Cited in

(16)

• Improvement of generalized difference-based mixed Liu estimator in partially linear model
• Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model
• The Restricted and Unrestricted Two-Parameter Estimators
• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• scientific article; zbMATH DE number 3856234 (Why is no real title available?)
• A new two-parameter estimation in linear model
• Comparing Stochastically Restricted Linear Estimators in a Regression Model
• A generalized difference-based mixed two-parameter estimator in partially linear model
• On the stochastic restricted two-parameter ridge type estimator in a linear regression model
• Defining a two-parameter estimator: a mathematical programming evidence
• Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors
• A stochastic restricted two-parameter estimator in linear regression model
• The relative efficiency of the restricted estimators in linear regression models
• Two parameter weighted mixed estimator in linear measurement error models
• A new stochastic mixed Liu estimator in linear regression model
• Diagnostic measures for the restricted Liu estimator in linear measurement error models

This page was built for publication: Efficiency of a stochastic restricted two-parameter estimator in linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q298612)