Reviving some geometric aspects of shrinkage estimation in linear models

dc.contributor.authorAkdeniz, Fikri
dc.contributor.authorÖztürk, Fikri
dc.contributor.departmentİstatistiktr_TR
dc.contributor.facultyFen Fakültesitr_TR
dc.date.accessioned2021-11-03T12:00:16Z
dc.date.available2021-11-03T12:00:16Z
dc.date.issued2019-02-01
dc.description.abstractIt is well known that the least squares estimator is the best linear unbiased estimator of the parameter vector in a classical linear model. But, it is `too long' as a vector and unreliable, confidence intervals are broad for some components especially in the case of multicollinearity. Shrinkage (contraction) type estimators are efficient remedial tools in order to solve problems caused by multicollinearity. In this study, we consider a class of componentwise shrunken estimators with typical members: Mayer and Willke's contraction estimator, Marquardt's principal component estimator, Hoerl and Kennard's ridge estimator, Liu's linear unified estimator and a discrete shrunken estimator. All estimators considered are "shorter" than the least squares estimator with respect to the Euclidean norm, biased, but insensitive to multicollinearity and admissible within the set of linear estimators with respect to unweighted squared error risk. Some behaviors of these estimators are illustrated geometrically by tracing their trajectories as functions of shrinkage factors in a two- dimensional parameter space.tr_TR
dc.description.indexTrdizintr_TR
dc.identifier.endpage1143tr_TR
dc.identifier.issn/e-issn2618-6470
dc.identifier.issue1tr_TR
dc.identifier.startpage1123tr_TR
dc.identifier.urihttps://doi.org/10.31801/cfsuasmas.508223tr_TR
dc.identifier.urihttp://hdl.handle.net/20.500.12575/75867
dc.identifier.volume68tr_TR
dc.language.isoentr_TR
dc.publisherAnkara Üniversitesi Fen Fakültesitr_TR
dc.relation.isversionof10.31801/cfsuasmas.508223tr_TR
dc.relation.journalCommunications Faculty of Sciences University of Ankara Series A1 Mathematics and Statisticstr_TR
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıtr_TR
dc.subjectContraction estimatortr_TR
dc.subjectLiu estimatortr_TR
dc.subjectPrincipal component estimatortr_TR
dc.titleReviving some geometric aspects of shrinkage estimation in linear modelstr_TR
dc.typeArticletr_TR

Files

Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
93.pdf
Size:
822.21 KB
Format:
Adobe Portable Document Format
Description:
Dergi
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.62 KB
Format:
Item-specific license agreed upon to submission
Description: