Evaluation of the predictive performance of the Liu type estimator

DOI10.1080/03610918.2015.1062101MaRDI QIDQ5358341zbMATH OpenOpenAlexFDO

Authors Issam Dawoud, Selahattin Kaçıranlar

Publication date 20 September 2017

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

Full work available at URL https://doi.org/10.1080/03610918.2015.1062101

zbMATH Keywords

biased estimationLiu type estimatormulticollinearityprediction mean square error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(6)

• On the performance of principal component Liu-type estimator under the mean square error criterion
• On the predictive performance of the almost unbiased Liu estimator
• Evaluation of the predictive performance of the Liu estimator
• Evaluation of the predictive performance of the r-k and r-d class estimators
• A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation

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