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

DOI10.1007/S00362-012-0484-8zbMATH Open1297.62159OpenAlexW1966997925MaRDI QIDQ744761FDOQ744761

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

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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)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Performance of Some New Ridge Regression Estimators
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• A note on combining ridge and principal component regression
• Title not available (Why is that?)
• Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis
• Title not available (Why is that?)
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A Comparison of Mixed and Ridge Estimators of Linear Models
• A Note on Superiority Comparisons of Homogeneous Linear Estimators

Cited In (17)

• A Comparison of Mixed and Ridge Estimators of Linear Models
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model
• The extended two-type parameter estimator in linear regression model
• A note on the performance of biased estimators with autocorrelated errors
• Efficiency of a stochastic restricted two-parameter estimator in linear regression
• Two kinds of weighted biased estimators in stochastic restricted regression model
• Generalized minimum distance estimators of a linear model with correlated errors.
• Regression diagnostics methods for Liu estimator under the general linear regression model
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• \(r\)-\(d\) class estimator under misspecification
• Simultaneous prediction using target function based on principal components estimator with correlated errors
• More on the two-parameter estimation in the restricted regression
• Superiority of the r-k class estimator over some estimators in a misspecified linear model
• The feasible generalized restricted ridge regression estimator
• \(r-k\) class estimation in regression model with concomitant variables
• Title not available (Why is that?)

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