On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model

DOI10.1080/03610918.2012.704540zbMath1333.62171OpenAlexW2001474520MaRDI QIDQ5417934

Jibo Wu, Hu Yang

Publication date: 23 May 2014

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

Full work available at URL: https://doi.org/10.1080/03610918.2012.704540

zbMATH Keywords

multicollinearityLiu estimatorstochastic linear restrictionsridge estimatorstochastic restricted almost unbiased Liu estimatorstochastic restricted almost unbiased ridge estimator

Mathematics Subject Classification ID

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

Related Items (5)

Stochastic restricted biased estimators in misspecified regression model with incomplete prior information ⋮ The generalized preliminary test estimator when different sets of stochastic restrictions are available ⋮ An unbiased two-parameter estimation with prior information in linear regression model ⋮ Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model ⋮ Generalized preliminary test stochastic restricted estimator in the linear regression model

Cites Work

• A new stochastic mixed ridge estimator in linear regression model
• An alternative stochastic restricted Liu estimator in linear regression
• Improvement of the Liu estimator in linear regression model
• More on the Bias and Variance Comparisons of the Restricted Almost Unbiased Estimators
• A new class of blased estimate in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Using Liu-Type Estimator to Combat Collinearity

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