The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix

DOI10.1080/03610920701648797zbMath1318.62242OpenAlexW2059680804MaRDI QIDQ5450536

Hu Yang, Chun-Mei Zhang

Publication date: 12 March 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701648797

zbMATH Keywords

restricted Liu estimatormean squared error matrixrestricted ridge estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Related Items (4)

On the restricted almost unbiased estimators in linear regression ⋮ Robust ridge and robust Liu estimator for regression based on the LTS estimator ⋮ New shrinkage-type estimators in a linear regression model when multicollinearity is severe ⋮ Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error

Cites Work

• Linear models. Least squares and alternatives
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• Ridge Regression: Applications to Nonorthogonal Problems

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