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

DOI10.1016/J.AMC.2014.10.011zbMATH Open1341.62216OpenAlexW1983262532MaRDI QIDQ298612FDOQ298612

Hu Yang, Yalian Li

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

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zbMATH Keywords

multicollinearitymatrix mean square errorstochastic restrictiontwo-parameter estimator

Mathematics Subject Classification ID

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

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A new class of blased estimate in linear regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• A new biased estimator based on ridge estimation
• Improvement of the Liu estimator in linear regression model
• Title not available (Why is that?)
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Performance of Some New Ridge Regression Estimators
• Restricted ridge estimation.
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Ridge Estimation to the Restricted Linear Model
• A stochastic restricted ridge regression estimator
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• The Restricted and Unrestricted Two-Parameter Estimators
• 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
• A stochastic restrictedk–dclass estimator
• Title not available (Why is that?)
• Comment on Ridge Estimation to the Restricted Linear Model
• Linearized Restricted Ridge Regression Estimator in Linear Regression
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• \(r\)-\(k\) class estimator in the linear regression model with correlated errors

Cited In (12)

• 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
• Title not available (Why is that?)
• Comparing Stochastically Restricted Linear Estimators in a Regression Model
• A generalized difference-based mixed two-parameter estimator in partially linear 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
• 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
• Improvement of generalized difference-based mixed Liu estimator in partially linear model

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