A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model

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DC Field	Value	Language
dc.contributor.author	Mustafa I. Alheety, B. M. GOLAM KIBRIA	-
dc.date.accessioned	2022-10-26T18:14:11Z	-
dc.date.available	2022-10-26T18:14:11Z	-
dc.date.issued	2019	-
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/6993	-
dc.description.abstract	Crouse et al. (Commun Stat Theory Methods 24:2341–2354, 1995) proposed the unbiased ridge regression estimator for the multicollinear regression model. Jibo Wu (The Scientific World Journal; Volume 2014, Article ID 206943, 1–8) introduced an unbiased two-parameter estimator based on prior information and two-parameter estimator proposed by €Ozkale and Kacıranlar, 2007. A new version of unbiased two-parameter estimator for the stochastic restricted linear regression model is proposed in this paper. The properties and the performance of the proposed estimator compared to other common estimators using the mean squares error criterion for the goodness of fit have been studied. Finally; A numerical example and a simulation study has been given to illustrate the performance of the proposed estimator.	en_US
dc.language.iso	en	en_US
dc.publisher	Communications in Statistics - Simulation and Computation	en_US
dc.subject	Mean squared error matrix;	en_US
dc.subject	Mixed estimator; Ridge	en_US
dc.title	A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model	en_US
dc.type	Article	en_US
Appears in Collections:	قسم الرياضيات

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