A mathematical programming approach for Liu-type estimator

DOI10.17654/AS050040293MaRDI QIDQ5269511zbMATH OpenOpenAlexFDO

Authors Rasha Ebaid, Rasha A. Farghali, Samah Abo-El-Hadid

Publication date 27 June 2017

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/10641.htm

zbMATH Keywords

multiple regressionMSEcondition indexLiu-type estimatorsmulticollinearity mathematical programming

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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