On the stochastic restricted modified almost unbiased Liu estimator in linear regression model

DOI10.1007/S40304-018-0131-3MaRDI QIDQ722084zbMATH OpenOpenAlexWikidataFDO

Authors Sivarajah Arumairajan

Publication date 20 July 2018

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40304-018-0131-3

zbMATH Keywords

multicollinearitystochastic restrictionsmean squared error matrixmodified almost unbiased Liu estimatorstochastic restricted modified almost unbiased Liu estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3537102 (Why is no real title available?)
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• A new stochastic mixed ridge estimator in linear regression model
• Improvement of the Liu estimator in linear regression model
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
• Modified almost unbiased Liu estimator in linear regression model
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Restricted and Unrestricted Two-Parameter Estimators

Cited in

(14)

• scientific article; zbMATH DE number 7112680 (Why is no real title available?)
• A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
• Stochastic restricted biased estimators in misspecified regression model with incomplete prior information
• Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model
• An alternative stochastic restricted Liu estimator in linear regression
• Improvement of the Liu estimator in linear regression model
• On the stochastic restricted almost unbiased estimators in linear regression model
• scientific article; zbMATH DE number 5733404 (Why is no real title available?)
• Superiority of the stochastic restricted Liu estimator under misspecification
• The quasi-stochastically constrained least squares method for ill linear regression
• Two kinds of weighted biased estimators in stochastic restricted regression model
• A new stochastic restricted biased estimator under heteroscedastic or correlated error
• Modified almost unbiased Liu estimator in linear regression model
• More on the bias and variance comparisons of the restricted almost unbiased estimators

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