On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
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Publication:4337030
DOI10.1080/03610929508831585zbMath0937.62612OpenAlexW2059813665MaRDI QIDQ4337030
Selahattin Kaçıranlar, Fikri Akdeniz
Publication date: 13 June 2000
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929508831585
mean squared errormulticollinearitygeneralized ridge regressiongeneralized Liu estimatoralmost unbiased generalized Liu estimatorfeasible generalized Liu estimator
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10)
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Cites Work
- A class of almost unbiased and efficient estimators of regression coefficients
- On the almost unbiased ridge regression estimator
- On small sample properties of the almost unbiased generalized ridge estimator
- Good ridge estimators based on prior information
- A new class of blased estimate in linear regression
- Distribution and density functions of the feasible generalized ridge regression estimator
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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