The KL estimator for the inverse Gaussian regression model

Multicollinearity poses an undesirable effect on the efficiency of the maximum likelihood estimator (MLE) in both Gaussian and non‐Gaussian regression models. The ridge and the Liu estimators have been developed as an alternative to the MLE. Both estimators possess smaller mean squared error (MSE) o...

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Bibliographic Details

Published in:	Concurrency and computation Vol. 33; no. 13
Main Authors:	Lukman, Adewale F., Algamal, Zakariya Y., Kibria, B. M. Golam, Ayinde, Kayode
Format:	Journal Article
Language:	English
Published:	Hoboken, USA John Wiley & Sons, Inc 10-07-2021 Wiley Subscription Services, Inc
Subjects:	efficiency inverse Gaussian regression KL estimator Liu estimator Maximum likelihood estimators MLE Regression models ridge
Online Access:	Get full text
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