Generalized Liu Type Estimators Under Zellner's Balanced Loss Function

DOI10.1081/STA-200066357zbMATH Open1072.62054OpenAlexW2064337103MaRDI QIDQ5697405FDOQ5697405

Authors F. Akdeniz, Alan T. K. Wan, Esra Akdeniz

Publication date 17 October 2005

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

Full work available at URL https://doi.org/10.1081/sta-200066357

zbMATH Keywords

ridge regressionriskcollinearityLiu estimatorbalanced loss

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical decision theory (62C99)

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Cites work

• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• A class of almost unbiased and efficient estimators of regression coefficients
• A new class of blased estimate in linear regression
• A note on almost unbiased generalized ridge regression estimator under asymmetric loss
• A note on new feasible generalized ridge regression estimator under the linex loss function
• Generalized ridge regression estimators under the LINEX loss function
• Improved prediction in the presence of multicollinearity
• New biased estimators under the LINEX loss function
• On generalized ridge regression estimators under collinearity and balanced loss
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Ridge Regression: Applications to Nonorthogonal Problems
• THE EXAMINATION AND ANALYSIS OF RESIDUALS FOR SOME BIASED ESTIMATORS IN LINEAR REGRESSION
• The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function

Cited in

(6)

• The principal correlation components estimator and its optimality
• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• Robust ridge and robust Liu estimator for regression based on the LTS estimator
• Admissibility in general linear model with respect to an inequality constraint under balanced loss
• Further results on the generalized Liu-type estimators under the balanced loss function
• Stein-rule estimation under an extended balanced loss function

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