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

DOI10.1080/03610926.2015.1073315MaRDI QIDQ4976258zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• Title not available (Why is no real title available?)
• A new class of blased estimate in linear regression
• Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
• Elliptically contoured models in statistics and portfolio theory
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Multivariate elliptically contoured stable distributions: theory and estimation
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Predictive inference for the elliptical linear model
• Regression model with elliptically contoured errors
• Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
• Singular ridge regression with stochastic constraints
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• The distribution of stochastic shrinkage biasing parameters of the Liu type estimator

Cited in

(4)

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

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