The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator

DOI10.1080/03610920500476572MaRDI QIDQ5201502zbMATH OpenOpenAlexFDO

Authors F. Akdeniz, George P. H. Styan, Hans Joachim Werner

Publication date 19 April 2006

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

Full work available at URL https://doi.org/10.1080/03610920500476572

zbMATH Keywords

hypergeometric functionleast squares estimatorLiu estimatormomentmulticollinearity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new class of blased estimate in linear regression
• A note on the moments of stochastic shrinkage parameters in ridge regression
• A Ridge Estimator Whose MSE Dominates OLS
• Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization
• Bounds on the biasing parameter in ridge regression
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Some Comments on C P
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(7)

• New difference-based estimator of parameters in semiparametric regression models
• Liu-type estimator in semiparametric regression models
• Characterization of estimators uniformly shrinking on subspaces
• Particle swarm optimization based Liu-type estimator
• On the distribution of shrinkage parameters of Liu-type estimators
• The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
• New shrinkage-type estimators in a linear regression model when multicollinearity is severe

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