The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity

DOI10.1080/03610918.2020.1806324MaRDI QIDQ5055152zbMATH OpenOpenAlexFDO

Authors

Publication date 13 December 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2020.1806324

zbMATH Keywords

multicollinearityridge-type estimatorLiu estimatormean squared error matrixtwo parameter estimator

Mathematics Subject Classification ID

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

Cites work

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Cited in

(2)

• Principal component ridge type estimator for the inverse Gaussian regression model
• On modified unbiased two-parameter estimator

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