On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression
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Publication:3019821
DOI10.1080/00949650903471023zbMath1271.62153MaRDI QIDQ3019821
Publication date: 29 July 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650903471023
multicollinearity; restricted \(r\)-\(d\) class estimator; mean squared error matrix; restricted \(r\)-\(k\) class estimator
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
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Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model, Performance of the difference-based Liu-type estimator in partially linear model, Modified and Restricted r-k Class Estimators, Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression, The relative efficiency of Liu-type estimator in a partially linear model, A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances, A stochastic restricted principal components regression estimator in the linear model, Combining two-parameter and principal component regression estimators, Performance of some stochastic restricted ridge estimator in linear regression model, Performance of the restricted almost unbiased type principal components estimators in linear regression model, Further research on the principal component two-parameter estimator in linear model, Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model, A Class of s–K Type Principal Components Estimators in the Linear Model, More on the two-parameter estimation in the restricted regression
Cites Work
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- Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
- \(r-k\) class estimation in regression model with concomitant variables
- Linear models. Least squares and alternatives
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