A new class of efficient and debiased two-step shrinkage estimators: method and application

This paper introduces a new class of efficient and debiased two-step shrinkage estimators for a linear regression model in the presence of multicollinearity. We derive the proposed estimators’ mean square error and define the necessary and sufficient conditions for superiority over the existing esti...

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Detalles Bibliográficos
Autores principales: Qasim, Muhammad, Månsson, Kristofer, Sjölander, Pär, Kibria, B. M. Golam
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2021
Materias:
Articles
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9639496/
https://www.ncbi.nlm.nih.gov/pubmed/36353298
http://dx.doi.org/10.1080/02664763.2021.1973389

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9639496/
https://www.ncbi.nlm.nih.gov/pubmed/36353298
http://dx.doi.org/10.1080/02664763.2021.1973389

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