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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Cites work

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• scientific article; zbMATH DE number 897115 (Why is no real title available?)
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• Kernel estimation of a partially linear additive model
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• On small sample properties of the almost unbiased generalized ridge estimator
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• 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

(20)

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

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• SemiPar

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