COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR

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scientific article; zbMATH DE number 1536268 (Why is no real title available?)
The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators
On the restricted almost unbiased estimators in linear regression
Combining two-parameter and principal component regression estimators
Improved Liu estimator in a linear regression model
Application of a combination production function model
Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression
Assessing influence on the Liu estimates in linear regression models
On the restricted \(r\)-\(k\) class estimator and the restricted \(r\)-\(d\) class estimator in linear regression
Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
Some properties of combining generalized ridge and principal components estimates
A new biased estimator based on ridge estimation
Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances
THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS
On the stochastic restricted almost unbiased estimators in linear regression model
Principal component ridge type estimator for the inverse Gaussian regression model
Evaluation of the predictive performance of the \(r\)-\(k\) and \(r\)-\(d\) class estimators
Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity
Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
Robust ridge and robust Liu estimator for regression based on the LTS estimator
On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
New shrinkage-type estimators in a linear regression model when multicollinearity is severe
Using Liu-Type Estimator to Combat Collinearity
On the principal component Liu-type estimator in linear regression
Combining the Liu-type estimator and the principal component regression estimator
Adjustive Liu-type estimators in linear regression models
Further research on the principal component two-parameter estimator in linear model
The extended two-type parameter estimator in linear regression model
\(r\)-\(d\) class estimator under misspecification
A class of biased estimators based on QR decomposition
Performance of the principal component two-parameter estimator in misspecified linear regression model
Performance of the restricted almost unbiased type principal components estimators in linear regression model
Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
Definition and properties of \(m\)-dimensional \(n\)-principal points
On the performance of principal component Liu-type estimator under the mean square error criterion
A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
On a principal component two-parameter estimator in linear model with autocorrelated errors
The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models
A note on the performance of biased estimators with autocorrelated errors
Efficiency of a stochastic restricted two-parameter estimator in linear regression
A revised Cholesky decomposition to combat multicollinearity in multiple regression models
Combining Unbiased Ridge and Principal Component Regression Estimators
More on the two-parameter estimation in the restricted regression

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