Performance of the restricted almost unbiased type principal components estimators in linear regression model

被引：0

作者：

Yalian Li

Hu Yang

机构：

[1] Chongqing University,Department of Statistics and Actuarial Science

来源：

Statistical Papers | 2019年 / 60卷

关键词：

Multicollinearity; Principle components regression; Equality Restrictions; Almost unbiased ridge estimator; Almost unbiased Liu estimator; 62J07; 62J05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, two new classes of estimators called the restricted almost unbiased ridge-type principal components estimator and the restricted almost unbiased Liu-type principal components estimator are introduced. For the two cases when the restrictions are true and not true, necessary and sufficient conditions for the superiority of the proposed estimators are derived and compared, respectively. Finally, A Monte Carlo simulation study is given to illustrate the performance of the proposed estimators.

引用

页码：19 / 34

页数：15

共 50 条

[1] Performance of the restricted almost unbiased type principal components estimators in linear regression model
Li, Yalian
Yang, Hu
[J]. STATISTICAL PAPERS, 2019, 60 (01) : 19 - 34
[2] On the restricted almost unbiased estimators in linear regression
Xu, Jianwen
Yang, Hu
[J]. JOURNAL OF APPLIED STATISTICS, 2011, 38 (03) : 605 - 617
[3] On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model
Wu, Jibo
Yang, Hu
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2014, 43 (02) : 428 - 440
[4] Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
Li, Yalian
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (04) : 793 - 804
[5] Two Classes of Almost Unbiased Type Principal Component Estimators in Linear Regression Model
Li, Yalian
Yang, Hu
[J]. JOURNAL OF APPLIED MATHEMATICS, 2014,
[6] Almost unbiased Liu-type estimators in gamma regression model
Asar, Yasin
Korkmaz, Merve
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2022, 403
[7] Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model
Wu, Jibo
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2016, 45 (02) : 689 - 700
[8] Performance of the almost unbiased ridge-type principal component estimator in logistic regression model
Wu, Jibo
Asar, Yasin
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2018, 47 (10) : 2925 - 2937
[9] On the Stochastic Restricted Modified Almost Unbiased Liu Estimator in Linear Regression Model
S. Arumairajan
[J]. Communications in Mathematics and Statistics, 2018, 6 : 185 - 206
[10] On the restricted almost unbiased two-parameter estimator in linear regression model
Huang, Hua
Wu, Jibo
Yi, Wende
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (04) : 1668 - 1678

← 1 2 3 4 5 →