✦ LIBER ✦

MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION

✍ Scribed by Akdeniz, Fikri

Book ID: 126990111
Publisher: Taylor and Francis Group
Year: 2002
Tongue: English
Weight: 118 KB
Volume: 31
Category: Article
ISSN: 0361-0926
DOI: 10.1081/sta-120004194

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

EXACT FINITE-SAMPLE PROPERTIES OF A PRE-

EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION

✍ Srivastava, V. K. ;Giles, D. E. A. 📂 Article 📅 1984 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 514 KB

On the almost unbiased ridge regression

On the almost unbiased ridge regression estimator

✍ Nomura, Masuo 📂 Article 📅 1988 🏛 Taylor and Francis Group 🌐 English ⚖ 433 KB

More on the Preliminary Test Estimator i

More on the Preliminary Test Estimator in Almost Unbiased Liu Regression

✍ Li, Yalian; Yang, Hu; Xu, Jianwen 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 550 KB

MSE dominance of the pre-test iterative

MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression

✍ Kazuhiro Ohtani 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 111 KB

In this paper, we examine the small sample properties of the pre-test iterative variance estimator in regression. The explicit formula of MSE is derived, and it is shown that the pre-test iterative variance estimator with an appropriate critical value dominates the iterative variance estimator witho

Robust ridge and robust Liu estimator fo

Robust ridge and robust Liu estimator for regression based on the LTS estimator

✍ Kan, Betül; Alpu, Özlem; Yazıcı, Berna 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 337 KB

Pre-test estimation in regression under

Pre-test estimation in regression under absolute error loss

✍ David E.A. Giles 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 297 KB