Modified and restricted r-k class estimators

DOI10.1080/03610926.2012.744050MaRDI QIDQ5177610zbMATH OpenOpenAlexFDO

Authors Gülesen Üstündağ Şiray

Publication date 13 March 2015

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

Full work available at URL https://doi.org/10.1080/03610926.2012.744050

zbMATH Keywords

modified \(r\)-\(k\) class estimatormodified ridge regression estimatorrestricted \(r\)-\(k\) class estimatorrestricted principal components regression estimatorrestricted ridge regression estimator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• On the restricted r-k class estimator and the restricted r-d class estimator in linear regression
• Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
• On the stochastic restricted \(r\)-\(k\) class estimator and stochastic restricted \(r\)-\(d\) class estimator in linear regression model
• Efficiency of the restricted r-d class estimator in linear regression
• A restricted r-k class estimator in the mixed regression model with autocorrelated disturbances

Cites work

• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A note on combining ridge and principal component regression
• Good ridge estimators based on prior information
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• More on the restricted ridge regression estimation
• On the restricted r-k class estimator and the restricted r-d class estimator in linear regression
• Performance of Some New Ridge Regression Estimators
• Principal components regression estimator and a test for the restrictions
• Restricted ridge estimation.
• Ridge Estimation to the Restricted Linear Model
• The Restricted and Unrestricted Two-Parameter Estimators

Cited in

(8)

• Efficiency of the restricted r-d class estimator in linear regression
• On the restricted r-k class estimator and the restricted r-d class estimator in linear regression
• A note on combining ridge and principal component regression
• Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
• Principal components regression estimator and a test for the restrictions
• Constrained k-class Estimators in the Presence of Weak Instruments
• Principal components regression estimators under biased stochastic linear restrictions
• Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion

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