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On the almost unbiased generalized Liu estimator and unbiased estimation of the bias and MSE. (English) Zbl 0937.62612
Summary: In this paper, we derive the almost unbiased generalized Liu estimator and examine an exact unbiased estimator of the bias and mean squared error of the feasible generalized Liu estimator. We compare the almost unbiased generalized Liu estimator (AUGLE) with the generalized Liu estimator (GLE) and with the ordinary least squares estimator (OLSE).

62J05 Linear regression; mixed models
62J07 Ridge regression; shrinkage estimators (Lasso)
62F10 Point estimation
Full Text: DOI
[1] DOI: 10.2307/1267351 · Zbl 0202.17205
[2] DOI: 10.1016/0165-1765(84)90178-2 · Zbl 1273.62158
[3] DOI: 10.1080/03610929308831027 · Zbl 0784.62065
[4] DOI: 10.1080/03610918808812690 · Zbl 0695.62174
[5] DOI: 10.1080/03610928608829203 · Zbl 0611.62079
[6] DOI: 10.1080/03610929308831182 · Zbl 0800.62416
[7] Singh B., Sanakhyã The Indian Journal of Statistics 48 pp 342– (1986)
[8] DOI: 10.1080/03610929108830639 · Zbl 04504622
[9] DOI: 10.1080/03610927608827423 · Zbl 0342.62035
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