On the distribution of shrinkage parameters of Liu-type estimators

DOI10.1214/08-BJPS005MaRDI QIDQ462980zbMATHOpenAlexFDO

Authors M. I. Alheety, T. V. Ramanathan, S. D. Gore

Publication date 22 October 2014

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1245351239

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• A new class of blased estimate in linear regression
• A note on the moments of stochastic shrinkage parameters in ridge regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(7)

• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
• Confidence Interval for Shrinkage Parameters in Ridge Regression
• Generalized preliminary test stochastic restricted estimator in the linear regression model
• The generalized preliminary test estimator when different sets of stochastic restrictions are available
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• New Shrinkage Parameters for the Liu-type Logistic Estimators

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