A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
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Publication:5127071
DOI10.1080/02664763.2012.700453OpenAlexW2011083392MaRDI QIDQ5127071
Publication date: 21 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2012.700453
mean square errorLiu-type estimatorridge estimatorlinear admissible estimatorscentral-\(F\) approximations
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Cites Work
- A new biased estimator based on ridge estimation
- Estimation of parameters in a linear model
- A test of the mean square error criterion for shrinkage estimators
- On the almost unbiased ridge regression estimator
- A Comparison of Mixed and Ridge Estimators of Linear Models
- Ridge regression:some simulations
- A new class of blased estimate in linear regression
- On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
- Using Liu-Type Estimator to Combat Collinearity
- More on Liu-Type Estimator in Linear Regression
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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