On the restricted almost unbiased two-parameter estimator in linear regression model

被引：6

作者：

Huang, Hua ^{[1
,2
]}

Wu, Jibo ^{[1
,2
]}

Yi, Wende ^{[1
,2
]}

机构：

[1] Chongqing Univ Arts & Sci, Sch Math & Finances, Chongqing 402160, Peoples R China

[2] Chongqing Univ Arts & Sci, Key Lab Grp & Graph Theories & Applicat, Chongqing, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Linear regression model; Mean-squared error; Restricted two-parameter ridge estimator; Primary; 62J05; 62J07; RIDGE-REGRESSION;

D O I：

10.1080/03610926.2015.1026991

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

ozkale and Kaciranlar introduced the restricted two-parameter estimator (RTPE) to deal with the well-known multicollinearity problem in linear regression model. In this paper, the restricted almost unbiased two-parameter estimator (RAUTPE) based on the RTPE is presented. The quadratic bias and mean-squared error of the proposed estimator is discussed and compared with the corresponding competitors in literatures. Furthermore, a numerical example and a Monte Carlo simulation study are given to explain some of the theoretical results.

引用

页码：1668 / 1678

页数：11

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