Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion

DOI10.1016/j.spl.2006.08.012zbMath1112.62052MaRDI QIDQ876991

M. Revan Özkale, Selahattin Kaçıranlar

Publication date: 19 April 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.08.012

zbMATH Keywords

multicollinearity; ordinary least squares estimator; Liu estimator; \(r\)-\(k\) class estimator; principal components regression estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

Related Items

Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators, Combining two-parameter and principal component regression estimators, On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression

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