Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators

DOI10.1080/03610920802531322zbMATH Open1170.62332OpenAlexW1979176730MaRDI QIDQ3396341FDOQ3396341

Authors: Hu Yang, Yalian Li, Jianwen Xu 

Publication date: 18 September 2009

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802531322

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zbMATH Keywords

mean squared error matrixrestricted almost unbiased Liu estimatorrestricted almost unbiased ridge estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Parametric inference under constraints (62F30)

Cites Work

• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Restricted ridge estimation.
• Linear models. Least squares and alternatives
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator

Cited In (6)

• The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix
• Performance of the restricted almost unbiased type principal components estimators in linear regression model
• A note on comparing the unrestricted and restricted least-squares estimators
• On the restricted almost unbiased estimators in linear regression
• More on the bias and variance comparisons of the restricted almost unbiased estimators
• MSE bounds for estimators of matrix functions

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