The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
DOI10.1080/03610920500476572zbMATH Open1084.62046OpenAlexW2093201124MaRDI QIDQ5201502FDOQ5201502
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
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- scientific article; zbMATH DE number 5252061
Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Some Comments on C P
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- Title not available (Why is that?)
- 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
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- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- Ridge regression:some simulations
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- A note on the moments of stochastic shrinkage parameters in ridge regression
- 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
- A Ridge Estimator Whose MSE Dominates OLS
Cited In (7)
- Liu-type estimator in semiparametric regression models
- The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
- Characterization of estimators uniformly shrinking on subspaces
- On the distribution of shrinkage parameters of Liu-type estimators
- New shrinkage-type estimators in a linear regression model when multicollinearity is severe
- New difference-based estimator of parameters in semiparametric regression models
- Particle swarm optimization based Liu-type estimator
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