Rank-based Liu regression

DOI10.1007/S00180-018-0809-8zbMATH Open1417.62199OpenAlexW2794612744MaRDI QIDQ722749FDOQ722749

Authors: M. Norouzirad, S. Ejaz Ahmed, B. Yüzbaşı, M. Arashi 

Publication date: 27 July 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0809-8

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zbMATH Keywords

ridge regressionmulticollinearityshrinkage estimatorpreliminary testLiu estimatorrank-based estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (7)

• Rank-based ridge estimation in multiple linear regression
• Empirical Likelihood Based Rank Regression Inference
• SLASSO: a scaled LASSO for multicollinear situations
• A new class of efficient and debiased two-step shrinkage estimators: method and application
• Liu-type shrinkage estimations in linear models
• Robust Liu estimator for regression based on an M-estimator
• Diagnostic measures for the restricted Liu estimator in linear measurement error models

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