Generalized Liu Type Estimators Under Zellner's Balanced Loss Function

DOI10.1081/STA-200066357zbMath1072.62054MaRDI QIDQ5697405

Alan T. K. Wan, Fikri Akdeniz, Esra Akdeniz

Publication date: 17 October 2005

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

zbMATH Keywords

ridge regression; risk; Liu estimator; collinearity; balanced loss

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F10: Point estimation

62C99: Statistical decision theory

Related Items

Stein-rule estimation under an extended balanced loss function

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