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

Liu-type estimatormean squared error matrixordinary least squares estimator

Mathematics Subject Classification ID

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

Recommendations

• On the performance of principal component Liu-type estimator under the mean square error criterion
• Combining the Liu-type estimator and the principal component regression estimator
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• scientific article; zbMATH DE number 7289287
• Combining two-parameter and principal component regression estimators

Cites work

• 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
• 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
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• 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)

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

This page was built for publication: On the principal component Liu-type estimator in linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265823)