The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models

DOI10.1080/03610926.2015.1073315zbMATH Open1368.62091OpenAlexW2346407626MaRDI QIDQ4976258FDOQ4976258

Authors: M. Arashi, F. Akdeniz, Saralees Nadarajah 

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1073315

Recommendations

• On the distribution of shrinkage parameters of Liu-type estimators
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• The bias and risk functions of some Stein-rules in elliptically contoured distributions
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• On mathematical characteristics of some improved estimators of the mean and variance components in elliptically contoured models

zbMATH Keywords

ridge regressionmulticollinearityshrinkage estimatorelliptically contoured distributionLiu estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Multivariate elliptically contoured stable distributions: theory and estimation
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Elliptically contoured models in statistics and portfolio theory
• Singular ridge regression with stochastic constraints
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Predictive inference for the elliptical linear model
• Regression model with elliptically contoured errors
• Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
• Statistical Inference for Models with Multivariate t‐Distributed Errors

Cited In (4)

• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• On the distribution of shrinkage parameters of Liu-type estimators
• A new Poisson Liu regression estimator: method and application
• On Liu-type biased estimators in measurement error models

This page was built for publication: The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976258)