On the principal component Liu-type estimator in linear regression

DOI10.1080/03610918.2013.837181MaRDI QIDQ5265823zbMATH OpenOpenAlexFDO

Authors Jibo Wu, Hu Yang

Publication date 29 July 2015

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

Full work available at URL https://doi.org/10.1080/03610918.2013.837181

zbMATH Keywords

ordinary least squares estimatorLiu-type estimatormean squared error matrix

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• A new class of blased estimate in linear regression
• A stochastic restricted \(k\)-\(d\) class estimator
• A stochastic restricted ridge regression estimator
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
• The Restricted and Unrestricted Two-Parameter Estimators

Cited in

(17)

• Tuning parameter selection and various good fitting characteristics for the Liu-type estimator in linear regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
• Combining two-parameter and principal component regression estimators
• The principal component shrinkage estimates of the parameters in homogeneous linearly constrained regression model
• The principal correlation components estimator and its optimality
• scientific article; zbMATH DE number 7289287 (Why is no real title available?)
• Defining a two-parameter estimator: a mathematical programming evidence
• A class of \(s\)-\(K\) type principal components estimators in the linear model
• The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses
• Evaluation of the predictive performance of the Liu type estimator
• Combining the Liu-type estimator and the principal component regression estimator
• Two classes of almost unbiased type principal component estimators in linear regression model
• Further research on the principal component two-parameter estimator in linear model
• Pena's statistic for the Liu regression
• On the performance of principal component Liu-type estimator under the mean square error criterion
• The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models

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