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  • Search: subject:"Liu estimator"
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Year of publication
Subject
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Liu estimator 16 Multicollinearity 9 Ridge regression estimator 4 Liu type estimator 3 Monte Carlo simulation 3 Schätztheorie 3 Biased regression 2 Difference based estimator 2 Differencing estimator 2 Differencing matrix 2 Estimation theory 2 MSE 2 Mean squared error 2 Monte Carlo simulations 2 Monte-Carlo-Simulation 2 Ridge estimator 2 Ridge regression 2 Risk function 2 Semiparametric model 2 APT 1 Almost unbiased Liu estimator 1 Bias 1 Biased estimator 1 Cross-validation 1 Dominance 1 Elliptically contoured distribution 1 Influential observations 1 Jackknifed estimator 1 James and Stein estimator 1 LINEX loss function 1 Linear model 1 Linear restrictions 1 Liu-type estimator 1 Local influence 1 Maximum likelihood 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Mean Squared error matrix 1 Mean square error 1 Mean squared error matrix 1
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Online availability
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Undetermined 14 Free 3
Type of publication
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Article 15 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 1
Language
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Undetermined 13 English 4
Author
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Duran, Esra Akdeniz 3 Härdle, Wolfgang Karl 3 Osipenko, Maria 3 Yang, Hu 3 Akdeniz, Fikri 2 Månsson, Kristofer 2 Xu, Jianwen 2 Akay, Kadri 1 Akdeniz Duran, Esra 1 Alkhamisi, M. 1 Arashi, M. 1 Chen, Jianbao 1 Hubert, M. 1 Jahufer, Aboobacker 1 Kaçıranlar, Selahattin 1 Kibria, B. M. Golam 1 Kibria, B.M. Golam 1 Kurnaz, Fatma 1 Li, Yalian 1 Nadarajah, S. 1 Norouzirad, M. 1 Sakallıoğlu, Sadullah 1 Shukur, Ghazi 1 Sjölander, Pär 1 Wijekoon, P. 1 Özkale, M. 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Statistical Papers / Springer 9 Computational economics 2 Journal of Multivariate Analysis 2 Metrika 2 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
Source
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RePEc 14 ECONIS (ZBW) 2 EconStor 1
Showing 11 - 17 of 17
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Identifying local influential observations in Liu estimator
Jahufer, Aboobacker; Chen, Jianbao - In: Metrika 75 (2012) 3, pp. 425-438
Persistent link: https://www.econbiz.de/10010846105
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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
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Difference based ridge and Liu type estimators in semiparametric regression models
Akdeniz Duran, Esra; Härdle, Wolfgang Karl; Osipenko, Maria - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 164-175
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y=Xβ+f+ε. Both estimators are analyzed and compared in the sense of mean-squared error. We consider the case of independent...
Persistent link: https://www.econbiz.de/10011041936
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Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error
Yang, Hu; Xu, Jianwen - In: Metrika 73 (2011) 3, pp. 275-292
Persistent link: https://www.econbiz.de/10008925322
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Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
Alkhamisi, M. - In: Statistical Papers 51 (2010) 3, pp. 651-672
Persistent link: https://www.econbiz.de/10008674137
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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
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New biased estimators under the LINEX loss function
Akdeniz, Fikri - In: Statistical Papers 45 (2004) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10008533765
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