Similar Search Results

Performance of Kibria’s methods in partial linear ridge regression model

Arashi, M.; Valizadeh, T. - In: Statistical Papers 56 (2015) 1, pp. 231-246

the presence of multicollinearity. After exhibiting the MSE of ridge estimator based on eigenvalues of design matrix, a …, increasing the correlation between the independent variables has positive effect on the MSE (signal-to-noise-ratio). However …> has negative effect on MSE. When the sample size increases the MSE decreases even when the correlation between the …

Persistent link: https://www.econbiz.de/10011151893

A new biased estimator based on ridge estimation

Sakallıoğlu, Sadullah; Kaçıranlar, Selahattin - In: Statistical Papers 49 (2008) 4, pp. 669-689

Persistent link: https://www.econbiz.de/10008533751

A new Liu-type estimator

Kurnaz, Fatma; Akay, Kadri - In: Statistical Papers 56 (2015) 2, pp. 495-517

The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type...

Persistent link: https://www.econbiz.de/10011241328

Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples

Kibria, B.; Saleh, A. - In: Statistical Papers 51 (2010) 4, pp. 757-773

Persistent link: https://www.econbiz.de/10008775893

Small sample properties of a ridge regression estimator when there exist omitted variables

Uemukai, Ryo - In: Statistical Papers 52 (2011) 4, pp. 953-969

Persistent link: https://www.econbiz.de/10009404313

Relative squared error prediction in the generalized linear regression model

Arnold, Bernhard; Stahlecker, Peter - In: Statistical Papers 44 (2003) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10005167167

Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion

Firinguetti, Luis; Bobadilla, Gladys - In: Statistical Papers 52 (2011) 2, pp. 287-307

Persistent link: https://www.econbiz.de/10009149828

r − k Class estimator in the linear regression model with correlated errors

Şiray, Gülesen Üstündagˇ; Kaçıranlar, Selahattin; … - In: Statistical Papers 55 (2014) 2, pp. 393-407

Autocorrelation in errors and multicollinearity among the regressors are serious problems in regression analysis. The … aim of this paper is to examine multicollinearity and autocorrelation problems concurrently and to compare the r − k class …

Persistent link: https://www.econbiz.de/10010998572

Combining two-parameter and principal component regression estimators

Chang, Xinfeng; Yang, Hu - In: Statistical Papers 53 (2012) 3, pp. 549-562

Persistent link: https://www.econbiz.de/10010998637

Efficiency of the modified jackknifed Liu-type estimator

Duran, Esra Akdeniz; Akdeniz, Fikri - In: Statistical Papers 53 (2012) 2, pp. 265-280

Persistent link: https://www.econbiz.de/10010848043