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Some comments on: Özkale, M.R., Kaciranlar, K. (2008): Comparisons of the r–k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion. Statistical Papers, 49:503–512

Li, Wenxue; Yang, Hu; Wu, Jibo - In: Statistical Papers 53 (2012) 2, pp. 497-503

Persistent link: https://www.econbiz.de/10010998602

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

On a principal component two-parameter estimator in linear model with autocorrelated errors

Huang, Jiewu; Yang, Hu - In: Statistical Papers 56 (2015) 1, pp. 217-230

This paper is concerned with autocorrelation in errors and multicollinearity among the regressors in linear regression model. To reduce these effects of autocorrelation and multicollinearity, we generalize a principal component two-parameter (PCTP) estimator in the linear regression model with...

Persistent link: https://www.econbiz.de/10011151891

An alternative stochastic restricted Liu estimator in linear regression

Yang, Hu; Xu, Jianwen - In: Statistical Papers 50 (2009) 3, pp. 639-647

Persistent link: https://www.econbiz.de/10004966062

Matrix Euclidean norm Wielandt inequalities and their applications to statistics

Wang, Litong; Yang, Hu - In: Statistical Papers 53 (2012) 3, pp. 521-530

Persistent link: https://www.econbiz.de/10010558277

A new Liu-type estimator in linear regression model

Li, Yalian; Yang, Hu - In: Statistical Papers 53 (2012) 2, pp. 427-437

Persistent link: https://www.econbiz.de/10010558280

A new stochastic mixed ridge estimator in linear regression model

Li, Yalian; Yang, Hu - In: Statistical Papers 51 (2010) 2, pp. 315-323

Persistent link: https://www.econbiz.de/10008456168