Linearized Restricted Ridge Regression Estimator in Linear Regression

DOI10.1080/03610926.2011.575511zbMath1284.62447MaRDI QIDQ4904705

Feng Gao, Xu-Qing Liu, Jianwen Xu

Publication date: 31 January 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.575511

zbMATH Keywords

linearized ridge regression estimator; generalized Liu estimator; generalized ridge regression estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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Efficiency of a stochastic restricted two-parameter estimator in linear regression, More on the two-parameter estimation in the restricted regression, Linear minimax prediction of finite population regression coefficient under a balanced loss function

Cites Work

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• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
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