Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model

DOI10.1080/03610926.2015.1137598MaRDI QIDQ4634799zbMATH OpenOpenAlexFDO

Authors Yalian Li

Publication date 11 April 2018

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

Full work available at URL https://doi.org/10.1080/03610926.2015.1137598

zbMATH Keywords

multicollinearityalmost unbiased Liu estimatoralmost unbiased ridge estimatorprinciple component regressionstochastic restriction.

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 4126511 (Why is no real title available?)
• A Note on Regression when There is Extraneous Information about One of the Coefficients
• A new class of blased estimate in linear regression
• A new stochastic mixed ridge estimator in linear regression model
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Improvement of the Liu estimator in linear regression model
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• On the Use of Incomplete Prior Information in Regression Analysis
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• On the restricted \(r\)-\(k\) class estimator and the restricted \(r\)-\(d\) class estimator in linear regression
• On the stochastic restricted almost unbiased estimators in linear regression model
• Restricted two parameter ridge estimator
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression

Cited in

(5)

• Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
• On the stochastic restricted almost unbiased estimators in linear regression model
• A stochastic restricted principal components regression estimator in the linear model
• Two classes of almost unbiased type principal component estimators in linear regression model
• Performance of the restricted almost unbiased type principal components estimators in linear regression model

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