A new stochastic restricted biased estimator under heteroscedastic or correlated error

DOI10.1051/PS/2009009MaRDI QIDQ4918480zbMATH OpenOpenAlexFDO

Authors M. I. Alheety

Publication date 25 April 2013

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2009009

zbMATH Keywords

generalized least squares estimatorheteroscedasticitystochastic restricted Liu estimator

Mathematics Subject Classification ID

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

Recommendations

• A generalized stochastic restricted ridge regression estimator
• A stochastic restricted ridge regression estimator
• On the stochastic restricted modified almost unbiased Liu estimator in linear regression model
• scientific article; zbMATH DE number 6796068
• A new stochastic mixed ridge estimator in linear regression model

Cited in

(6)

• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Generalized preliminary test stochastic restricted estimator in the linear regression model
• scientific article; zbMATH DE number 5883914 (Why is no real title available?)
• Comment on ``A generalized stochastic restricted ridge regression estimator
• Mixed linear regression with equi-cross-correlated errors.
• New methods for calculating \(\alpha\)BB-type underestimators

This page was built for publication: A new stochastic restricted biased estimator under heteroscedastic or correlated error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4918480)