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

(18)

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

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