A New Biased Estimator Derived from Principal Component Regression Estimator [PDF]
, 2010 A new biased estimator obtained by combining the Principal Component Regression Estimator and the special case of Liu-type estimator is proposed.
Low, Heng Chin +2 more
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Liu-Type logistic estimator under Stochastic Linear Restrictions
Ceylon Journal of Science, 2018 To conquer the multicollinearity problem in logistic regression, many alternative estimators have been proposed in the literature when some linear restrictions on the parameter space are available in addition to the sample model.
Nagarajah Varathan +1 more
doaj +1 more source
A New Perspective on Robust $M$-Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing [PDF]
, 2017 Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation. As argued in the seminal work of Peter Huber in 1973 [{\it Ann.
Bose, Koushiki +3 more
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The beta Liu-type estimator: simulation and application
Hacettepe Journal of Mathematics and Statistics, 2023 The Beta Regression Model (BRM) is commonly used while analyzing data where the dependent variable is restricted to the interval $[0,1]$ for example proportion or probability. The Maximum Likelihood Estimator (MLE) is used to estimate the regression coefficients of BRMs.
Ali ERKOÇ +3 more
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Quantile regression in high-dimension with breaking [PDF]
, 2013 The paper considers a linear regression model in high-dimension for which the predictive variables can change the influence on the response variable at unknown times (called change-points).
Ciuperca, Gabriela
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A New Liu Type of Estimator for the Restricted SUR Estimator
Journal of Modern Applied Statistical Methods, 2020 A new Liu type of estimator for the seemingly unrelated regression (SUR) models is proposed that may be used when estimating the parameters vector in the presence of multicollinearity if the it is suspected to belong to a linear subspace. The dispersion matrices and the mean squared error (MSE) are derived.
Kristofer Månsson +2 more
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On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion
Journal of Applied Mathematics, 2013 Wu (2013) proposed an estimator, principal component Liu-type estimator, to overcome multicollinearity. This estimator is a general estimator which includes ordinary least squares estimator, principal component regression estimator, ridge estimator, Liu ...
Jibo Wu
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Distributed state estimation for uncertain Markov-type sensor networks with mode-dependent distributed delays [PDF]
, 2012 This the post-print version of the Article. The official published version can be accessed from the link below - Copyright @ 2012 John Wiley & Sons, Ltd.In this paper, the distributed state estimation problem is investigated for a class of sensor ...
Boukas +26 more
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Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis [PDF]
, 2015 Brain connectivity analysis is now at the foreground of neuroscience research. A connectivity network is characterized by a graph, where nodes represent neural elements such as neurons and brain regions, and links represent statistical dependences that ...
Li, Lexin, Xia, Yin
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Robust variable selection for nonlinear models with diverging number of parameters [PDF]
, 2014 We focus on the problem of simultaneous variable selection and estimation for nonlinear models based on modal regression (MR), when the number of coefficients diverges with sample size.
Lv, Z, Yu, K, Zhu, H
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