Evaluation of the predictive performance of the r-k and r-d class estimators

DOI10.1080/03610926.2015.1076482zbMath1368.62201MaRDI QIDQ4976274

Issam Dawoud, Selahattin Kaçıranlar

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/10.1080/03610926.2015.1076482

zbMATH Keywords

multicollinearity; \(r\)-\(d\) class estimator; \(r\)-\(k\) class estimator; biased estimation; prediction mean square error

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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