A new Liu-type estimator in linear regression model
Tóm tắt
Từ khóa
Tài liệu tham khảo
Akdeniz F, Erol H (2003) Mean squared error matrix comparisons of some biased estimators in linear regression. Commun Stat Theory Methods 32(12): 2389–2413
Farebrother RW (1976) Further results on the mean square error of ridge regression. J R Stat Soc B38: 248–250
Hoerl AE, Kennard RW (1970) Ridge regression: biased estimation for non-orthogonal problems. Technometrics 12: 55–68
Kaçıranlar S, Sakallıooǧlu S, Akdeniz F, Styan GPH, Werner HJ (1999) A new biased estimator in linear regression and a detailed analysis of the widely-analysed dataset on Portland Cement. Sankhya Indian J Stat 61: 443–459
Liu K (1993) A new class of biased estimate in linear regression. Commun Stat Theory Methods 22: 393–402
Liu K (2003) Using Liu-type estimator to combat collinearity. Commun Stat Theory Methods 32(5): 1009–1020
Sakallıoǧlu S, Kaçıranlar S (2008) A new biased estimator based on the ridge estimation. Stat Pap 49: 669–689
Sakallıooǧlu S, Kaçıranlar S, Akdeniz F (2001) Mean squared error comparisons of some biased estimators. Commun Stat Theory Methods 30(2): 347–361
Stein C (1956) Inadmissibility of the usual estimator for mean of multivariate normal distribution. In: Neyman J (ed) Proceedings of the third Berkley symposium on mathematical and statistics probability, vol 1, pp 197–206
Swindel BF (1976) Good ridge estimators based on prior information. Commun Stat Theory Methods A5(11): 1065–1075
Trenkler G, Toutenburg H (1990) Mean squared error matrix comparisons between biased estimators an overview of recent results. Stat Pap 31: 165–179