On the mixed Kibria-Lukman estimator for the linear regression model

被引：2

作者：

Chen, Hongmei ^{[1
]}

Wu, Jibo ^{[2
]}

机构：

[1] Chongqing Jiaotong Univ, Coll Math & Stat, Chongqing, Peoples R China

[2] Chongqing Univ Arts & Sci, Sch Math & Big Data, Chongqing, Peoples R China

来源：

SCIENTIFIC REPORTS | 2022年 / 12卷 / 01期

关键词：

PRINCIPAL COMPONENT REGRESSION; LIU ESTIMATOR; RIDGE;

D O I：

10.1038/s41598-022-16689-z

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

This paper considers a linear regression model with stochastic restrictions,we propose a new mixed Kibria-Lukman estimator by combining the mixed estimator and the Kibria-Lukman estimator.This new estimator is a general estimation, including OLS estimator, mixed estimator and Kibria-Lukman estimator as special cases. In addition, we discuss the advantages of the new estimator based on MSEM criterion, and illustrate the theoretical results through examples and simulation analysis.

引用

页数：11

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