Efficiency of a Liu-type estimator in semiparametric regression models

DOI10.1016/J.CAM.2010.08.028MaRDI QIDQ609231zbMATH OpenOpenAlexFDO

Authors Esra Akdeniz Duran, F. Akdeniz, Hongchang Hu

Publication date 30 November 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.08.028

zbMATH Keywords

mean square errortwo-step estimationsemiparametric regression modelalmost unbiased Liu-type estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• The relative efficiency of Liu-type estimator in a partially linear model

Cites work

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• scientific article; zbMATH DE number 897115 (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
• Almost unbiased ridge estimators in a semiparametric regression model
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• Kernel estimation of a partially linear additive model
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• On small sample properties of the almost unbiased generalized ridge estimator
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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge estimation of a semiparametric regression model
• Root-N-Consistent Semiparametric Regression
• Semiparametric Regression
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(19)

• Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression
• Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
• Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
• New restricted Liu estimator in a partially linear model
• The relative efficiency of Liu-type estimator in a partially linear model
• A new difference-based weighted mixed Liu estimator in partially linear models
• Restricted difference-based Liu estimator in partially linear model
• Performance of the difference-based almost unbiased Liu estimator in partial linear model
• Liu-type estimator in semiparametric regression models
• A class of biased estimators based on QR decomposition
• Rank-based Liu regression
• Performance of Kibria's methods in partial linear ridge regression model
• Difference based ridge and Liu type estimators in semiparametric regression models
• Principal components regression estimator of the parameters in partially linear models
• Almost unbiased ridge estimators in a semiparametric regression model
• Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
• A revised Cholesky decomposition to combat multicollinearity in multiple regression models
• Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
• Quasi-minimax estimation in the partial linear model

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• SemiPar

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