Performance of positive rule estimator in the ill-conditioned Gaussian regression model

zbMATH Open1082.62060MaRDI QIDQ3376008FDOQ3376008

Authors: B. M. Golam Kibria, A. K. Md. Ehsanes Saleh 

Publication date: 17 March 2006

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zbMATH Keywords

ridge regressionbiasriskdominanceshrinkage estimationpreliminary testJames and Stein estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (5)

• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• Performance of the Stein-type two-parameter estimator in multiple linear regression model
• Improved shrinkage estimators in the beta regression model with application in econometric and educational data

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