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

DOI10.1080/03610926.2015.1137598zbMATH Open1462.62446OpenAlexW2471819809MaRDI QIDQ4634799FDOQ4634799

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

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• Performance of the restricted almost unbiased type principal components estimators in linear regression model
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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)

Cites Work

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• Title not available (Why is that?)
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• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
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• On the restricted \(r\)-\(k\) class estimator and the restricted \(r\)-\(d\) class estimator in linear regression
• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• A Note on Regression when There is Extraneous Information about One of the Coefficients
• A new stochastic mixed ridge estimator in linear regression model
• On the stochastic restricted almost unbiased estimators in linear regression model
• Restricted two parameter ridge estimator

Cited In (5)

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

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