Revıvıng some geometrıc aspects of shrınkage estımatıon ın lınear models

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dc.contributor.authorAkdeniz, Fikri
dc.contributor.authorÖzturk, Fikri
dc.date.accessioned12.07.201910:50:10
dc.date.accessioned2019-07-12T15:27:50Z
dc.date.available12.07.201910:50:10
dc.date.available2019-07-12T15:27:50Z
dc.date.issued2019
dc.departmentFen Edebiyat Fakültesien_US
dc.descriptionWOS: 000463698900093en_US
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.en_US
dc.identifier.doi10.31801/cfsuasmas.508223
dc.identifier.endpage1143en_US
dc.identifier.issn1303-5991
dc.identifier.issue1en_US
dc.identifier.startpage1123en_US
dc.identifier.trdizinid378199
dc.identifier.urihttps://doi.org/10.31801/cfsuasmas.508223
dc.identifier.urihttps://hdl.handle.net/20.500.12507/487
dc.identifier.volume68en_US
dc.identifier.wosWOS:000463698900093
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.publisherANKARA UNIV, FAC SCIen_US
dc.relation.ispartofCommunıcatıons Faculty of Scıences Unıversıty of Ankara-serıes a1 Mathematıcs and Statıstıcs
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectContraction Estimatoren_US
dc.subjectLiu Estimatoren_US
dc.subjectPrincipal Component Estimatoren_US
dc.subjectRidge Regressionen_US
dc.titleRevıvıng some geometrıc aspects of shrınkage estımatıon ın lınear models
dc.typeArticle

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