Rank-based Liu regression

DOI10.1007/s00180-018-0809-8zbMath1417.62199MaRDI QIDQ722749

Mohammad Arashi, S. Ejaz Ahmed, Mina Norouzirad, Bahadır Yüzbaşı

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

zbMATH Keywords

shrinkage estimator; ridge regression; preliminary test; multicollinearity; Liu estimator; rank-based estimator

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models