A new stochastic mixed ridge estimator in linear regression model
From MaRDI portal
Publication:451396
DOI10.1007/s00362-008-0169-5zbMath1247.62179OpenAlexW2070983030MaRDI QIDQ451396
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
mean squared error matrixordinary mixed estimatorordinary ridge estimatorstochastic mixed ridge estimator
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)
Related Items (30)
Ridge Estimation under the Stochastic Restriction ⋮ Nonparametric Decomposition of Time Series Data with Inputs ⋮ On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression ⋮ On some beta ridge regression estimators: method, simulation and application ⋮ Stochastic restricted biased estimators in misspecified regression model with incomplete prior information ⋮ The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions ⋮ Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process ⋮ Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models ⋮ Combining two-parameter and principal component regression estimators ⋮ The generalized preliminary test estimator when different sets of stochastic restrictions are available ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model ⋮ Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses ⋮ On the restricted almost unbiased two-parameter estimator in linear regression model ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model ⋮ Jackknifed Liu estimator in linear regression models ⋮ Performance of Kibria's methods in partial linear ridge regression model ⋮ On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model ⋮ Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes ⋮ On the stochastic restricted modified almost unbiased Liu estimator in linear regression model ⋮ The weighted ridge estimator in stochastic restricted linear measurement error models ⋮ A Class of s–K Type Principal Components Estimators in the Linear Model ⋮ Pseudo-maximum likelihood estimators in linear regression models with fractional time series ⋮ Generalized preliminary test stochastic restricted estimator in the linear regression model ⋮ Two kinds of weighted biased estimators in stochastic restricted regression model ⋮ Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression ⋮ Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonnegative and positive definiteness of matrices modified by two matrices of rank one
- Improvement of the Liu estimator in linear regression model
- Restricted ridge estimation.
- Linear models. Least squares and alternatives
- Good ridge estimators based on prior information
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- A new class of blased estimate in linear regression
- Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- On the Use of Incomplete Prior Information in Regression Analysis
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A Note on Regression when There is Extraneous Information about One of the Coefficients
This page was built for publication: A new stochastic mixed ridge estimator in linear regression model