A new stochastic mixed ridge estimator in linear regression model

DOI10.1007/S00362-008-0169-5zbMATH Open1247.62179OpenAlexW2070983030MaRDI QIDQ451396FDOQ451396

Authors: Yalian Li, Hu Yang 

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0169-5

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zbMATH Keywords

mean squared error matrixordinary mixed estimatorordinary ridge estimatorstochastic mixed ridge estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

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Cited In (45)

• On some beta ridge regression estimators: method, simulation and application
• Title not available (Why is that?)
• Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
• Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions
• A new ridge estimator in linear measurement error model with stochastic linear restrictions
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
• The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
• The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions
• A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances
• A new ridge-type estimator in stochastic restricted linear regression
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• On the restricted almost unbiased two-parameter estimator in linear regression model
• On the stochastic restricted modified almost unbiased Liu estimator in linear regression model
• A new stochastic restricted biased estimator under heteroscedastic or correlated error
• The weighted ridge estimator in stochastic restricted linear measurement error models
• Efficiency of a stochastic restricted two-parameter estimator in linear regression
• Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
• Two kinds of weighted biased estimators in stochastic restricted regression model
• Nonparametric decomposition of time series data with inputs
• Combining two-parameter and principal component regression estimators
• QML estimators in linear regression models with functional coefficient autoregressive processes
• Performance of Kibria's methods in partial linear ridge regression model
• Mixed Lasso estimator for stochastic restricted regression models
• Stochastic restricted biased estimators in misspecified regression model with incomplete prior information
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
• Ridge Estimation under the Stochastic Restriction
• A stochastic restricted \(s\)-\(K\) estimator in the linear model
• A stochastic restricted principal components regression estimator in the linear model
• Ridge-type spectral decomposition estimators in mixed effects models with stochastic restrictions
• On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
• The generalized preliminary test estimator when different sets of stochastic restrictions are available
• A generalized stochastic restricted ridge regression estimator
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series
• On the stochastic restricted two-parameter ridge type estimator in a linear regression model
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
• Multiple observers ranked set samples for shrinkage estimators
• On the stochastic restricted almost unbiased estimators in linear regression model
• A class of \(s\)-\(K\) type principal components estimators in the linear model
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• Jackknifed Liu estimator in linear regression models
• Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
• Generalized preliminary test stochastic restricted estimator in the linear regression model

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