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

MaRDI QIDQ3376008zbMATHFDO

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

Publication date 17 March 2006

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)

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(5)

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

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