A New Two-Parameter Estimator in Linear Regression

DOI10.1080/03610920902807911zbMath1190.62128MaRDI QIDQ3566541

Hu Yang, Xinfeng Chang

Publication date: 8 June 2010

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

Full work available at URL: https://doi.org/10.1080/03610920902807911

zbMATH Keywords

multicollinearity; Liu estimator; mean squared error matrix; ridge regression estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F10: Point estimation

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An unbiased two-parameter estimation with prior information in linear regression model, Combining two-parameter and principal component regression estimators, On a principal component two-parameter estimator in linear model with autocorrelated errors, A new Liu-type estimator, Further research on the principal component two-parameter estimator in linear model, Superiority of the r-k class estimator over some estimators in a misspecified linear model, On the predictive performance of the almost unbiased Liu estimator, A Class of s–K Type Principal Components Estimators in the Linear Model, More on the two-parameter estimation in the restricted regression, Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror, On the restricted almost unbiased two-parameter estimator in linear regression model

Cites Work

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