Showing 1 - 10 of 18
Persistent link: https://www.econbiz.de/10010848047
The estimation of the regression parameters for the ill-conditioned logistic regression model is considered in this paper. We proposed five ridge regression (RR) estimators, namely, unrestricted RR, restricted ridge regression, preliminary test RR, shrinkage ridge regression and positive rule RR...
Persistent link: https://www.econbiz.de/10010998499
Persistent link: https://www.econbiz.de/10008775893
In this paper we generalize different approaches of estimating the ridge parameter k proposed by Muniz et al. (Comput Stat, <CitationRef CitationID="CR16">2011</CitationRef>) to be applicable for logistic ridge regression (LRR). These new methods of estimating the ridge parameter in LRR are evaluated by means of Monte Carlo simulations...</citationref>
Persistent link: https://www.econbiz.de/10010989298
In this paper, we define different types of estimators for the distribution function, namely preliminary test (PT), shrinkage PT (SPT), Stein type (S), and Thompson shrinkage (TS) estimators based on lower record observations and their inter record times. Their asymptotic distributional bias and...
Persistent link: https://www.econbiz.de/10011241314
This paper considers several estimators for estimating the biasing parameter in the study of partial linear models in the presence of multicollinearity. After exhibiting the MSE of ridge estimator based on eigenvalues of design matrix, a simulation study has been conducted to compare the...
Persistent link: https://www.econbiz.de/10011151893
The study of the noncentral matrix variate beta type distributions has been sidelined because the final expressions for the densities depend on an integral that has not been resolved in an explicit way. We derive an exact expression for the nonnull distribution of Wilks' statistic and precise...
Persistent link: https://www.econbiz.de/10008861589
In a partial linear model, some non-stochastic linear restrictions are imposed under a multicollinearity setting. Semiparametric ridge and non-ridge type estimators, in a restricted manifold are defined. For practical use, it is assumed that the covariance matrix of the error term is unknown and...
Persistent link: https://www.econbiz.de/10010665715
In this short note the closed form of the soft wavelet shrinkage estimator is derived, extending the work of Huang (2002) for the scale mixture of normal distributions.
Persistent link: https://www.econbiz.de/10010718815
In this paper some different sorts of confidence intervals are considered for the scale parameter of the Burr type XII distribution based on the upper record values. In this regard, the coverage probability is adopted as a measure of improvement when the endpoints are the same for all types of...
Persistent link: https://www.econbiz.de/10010998489