Results 11 to 20 of about 123,927 (253)
Liu-type pretest and shrinkage estimation for the conditional autoregressive model.
Spatial regression models have recently received a lot of attention in a variety of fields to address the spatial autocorrelation effect. One important class of spatial models is the Conditional Autoregressive (CA). Theses models have been widely used to
Marwan Al-Momani
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Difference based Ridge and Liu type Estimators in Semiparametric Regression Models [PDF]
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.
Esra Akdeniz Duran +2 more
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Liu-type shrinkage estimations in linear models
In this study, we present the preliminary test, Stein-type and positive part Liu estimators in the linear models when the parameter vector $\boldsymbolβ$ is partitioned into two parts, namely, the main effects $\boldsymbolβ_1$ and the nuisance effects $\boldsymbolβ_2$ such that $\boldsymbolβ=\left(\boldsymbolβ_1, \boldsymbolβ_2 \right)$.
Bahadır Yüzbaşı +2 more
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A new class of Poisson Ridge-type estimator
The Poisson Regression Model (PRM) is one of the benchmark models when analyzing the count data. The Maximum Likelihood Estimator (MLE) is used to estimate the model parameters in PRMs. However, the MLE may suffer from various drawbacks that arise due to
Esra Ertan, Kadri Ulaş Akay
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A New Tobit Ridge-Type Estimator of the Censored Regression Model With Multicollinearity Problem
In the censored regression model, the Tobit maximum likelihood estimator is unstable and inefficient in the occurrence of the multicollinearity problem.
Issam Dawoud +3 more
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A new almost unbiased estimator in stochastic linear restriction model [PDF]
In this paper, a new almost unbiased estimator is proposed under stochastic linear restrictions model as alternative to mixed estimator. The performance of the proposed estimator compared to mixed estimator is examined using the matrix mean squared ...
Mustafa Ismaeel Naif
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Generalized Kibria-Lukman Estimator: Method, Simulation, and Application
In the linear regression model, the multicollinearity effects on the ordinary least squares (OLS) estimator performance make it inefficient. To solve this, several estimators are given. The Kibria-Lukman (KL) estimator is a recent estimator that has been
Issam Dawoud +2 more
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The multicollinearity problem occurrence of the explanatory variables affects the least-squares (LS) estimator seriously in the regression models. The multicollinearity adverse effects on the LS estimation are also investigated by lots of authors.
Issam Dawoud +2 more
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The sensitivity of the least-squares estimation in a regression model is impacted by multicollinearity and autocorrelation problems. To deal with the multicollinearity, Ridge, Liu, and Ridge-type biased estimators have been presented in the statistical ...
Tuğba Söküt Açar
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Kurnaz, Fatma Sevinc, Akay, Kadri Ulas
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