r-k class estimator in the linear regression model with correlated errors

DOI10.1007/S00362-012-0484-8MaRDI QIDQ744761zbMATH OpenOpenAlexFDO

Authors Gülesen Üstündağ Şiray, Selahattin Kaçıranlar, Sadullah Sakallıoğlu

Publication date 26 September 2014

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-012-0484-8

zbMATH Keywords

autocorrelationmulticollinearity\(r\)-\(k\) class estimatorridge regression estimatormean square error matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) 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 3578234 (Why is no real title available?)
• A Comparison of Mixed and Ridge Estimators of Linear Models
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Note on Superiority Comparisons of Homogeneous Linear Estimators
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• A note on combining ridge and principal component regression
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• Performance of Some New Ridge Regression Estimators
• Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(17)

• scientific article; zbMATH DE number 6672558 (Why is no real title available?)
• Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model
• \(r-k\) class estimation in regression model with concomitant variables
• A Comparison of Mixed and Ridge Estimators of Linear Models
• Generalized minimum distance estimators of a linear model with correlated errors.
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• Simultaneous prediction using target function based on principal components estimator with correlated errors
• Two kinds of weighted biased estimators in stochastic restricted regression model
• The extended two-type parameter estimator in linear regression model
• \(r\)-\(d\) class estimator under misspecification
• Regression diagnostics methods for Liu estimator under the general linear regression model
• Superiority of the r-k class estimator over some estimators in a misspecified linear model
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• The feasible generalized restricted ridge regression estimator
• A note on the performance of biased estimators with autocorrelated errors
• Efficiency of a stochastic restricted two-parameter estimator in linear regression
• More on the two-parameter estimation in the restricted regression

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