COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR

DOI10.1081/STA-100108454zbMATH Open1009.62560MaRDI QIDQ4540577FDOQ4540577

Authors: Selahattin Kaçıranlar, Sadullah Sakallıoğlu

Publication date: 28 July 2002

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

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Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

Cited In (47)

Principal component ridge type estimator for the inverse Gaussian regression model
Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity
On the principal component Liu-type estimator in linear regression
A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
A new biased estimator based on ridge estimation
On a principal component two-parameter estimator in linear model with autocorrelated errors
Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators
Application of a combination production function model
Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression
The extended two-type parameter estimator in linear regression model
A revised Cholesky decomposition to combat multicollinearity in multiple regression models
The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances
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
A note on the performance of biased estimators with autocorrelated errors
Efficiency of a stochastic restricted two-parameter estimator in linear regression
A class of biased estimators based on QR decomposition
Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
On the restricted \(r\)-\(k\) class estimator and the restricted \(r\)-\(d\) class estimator in linear regression
Adjustive Liu-type estimators in linear regression models
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Combining two-parameter and principal component regression estimators
Assessing influence on the Liu estimates in linear regression models
Further research on the principal component two-parameter estimator in linear model
On the restricted almost unbiased estimators in linear regression
Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
\(r\)-\(d\) class estimator under misspecification
On the performance of principal component Liu-type estimator under the mean square error criterion
THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS
New shrinkage-type estimators in a linear regression model when multicollinearity is severe
More on the two-parameter estimation in the restricted regression
Evaluation of the predictive performance of the \(r\)-\(k\) and \(r\)-\(d\) class estimators
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
Combining the Liu-type estimator and the principal component regression estimator
Some properties of combining generalized ridge and principal components estimates
On the stochastic restricted almost unbiased estimators in linear regression model
Using Liu-Type Estimator to Combat Collinearity
Combining Unbiased Ridge and Principal Component Regression Estimators
Definition and properties of \(m\)-dimensional \(n\)-principal points
The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models
Improved Liu estimator in a linear regression model
A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation

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