• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Qian, Feng (Qian, Feng.) | Chen, Rong (Chen, Rong.) | Wang, Ling (Wang, Ling.)

Indexed by:

Scopus SCIE

Abstract:

In the case of multicollinearity, biased estimators are always introduced to correct the least squares estimator. In this paper, we propose a new biased estimator for the restricted linear model. The properties of the new estimator and its superiority over the restricted least squares estimator in terms of the mean square error and Pitman closeness criterion are theoretically analysed. Furthermore, we optimize and verify the feasibility of the new estimator using a numerical simulation.

Keyword:

Mean square error criterion Restricted least squares Multicollinearity Restricted generalized ridge shrinkage estimator Pitman closeness criterion

Author Community:

  • [ 1 ] [Qian, Feng]Changzhou Inst Technol, Sch Sci, Changzhou, Peoples R China
  • [ 2 ] [Chen, Rong]Beijing Univ Technol, Fac Sci, Beijing, Peoples R China
  • [ 3 ] [Wang, Ling]Nanjing Vocat Univ Ind Technol, Publ Fdn Courses Dept, Nanjing 210023, Peoples R China

Reprint Author's Address:

  • [Wang, Ling]Nanjing Vocat Univ Ind Technol, Publ Fdn Courses Dept, Nanjing 210023, Peoples R China

Show more details

Related Keywords:

Source :

COMPUTATIONAL STATISTICS

ISSN: 0943-4062

Year: 2023

Issue: 3

Volume: 39

Page: 1403-1416

1 . 3 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:9

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

Affiliated Colleges:

Online/Total:2285/10895516
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.