Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions (Q5299094): Difference between revisions

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scientific article; zbMATH DE number 6180731

Language	Label	Description	Also known as
English	Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions	scientific article; zbMATH DE number 6180731

Statements

instance of

scholarly article

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title

Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions (English)

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Communications in Statistics - Theory and Methods

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publication date

25 June 2013

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zbMATH Keywords

multivariate Student' \(t\) distribution

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preliminary test

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quadratic risk

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ridge estimator

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Stein-type estimator

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2011.579378

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cites work

Biased estimation in a simple multivariate regression model

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Improved nonparametric estimation of location vectors in multivariate regression models

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Shrinkage estimation in general linear models

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Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression

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Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances

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Q4178373

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On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances

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Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics

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Theory of Preliminary Test and Stein‐Type Estimation With Applications

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Relative performance of stein-rule and preliminary test estimators in linear models least squares theory

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A new estimator combining the ridge regression and the restricted least squares methods of estimation

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Identifiers

zbMATH Open document ID

1298.62121

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DOI

10.1080/03610926.2011.579378

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5299094

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+https://doi.org/10.1080/03610926.2011.579378
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@@ Property / OpenAlex ID: W2055446254 / rank @@
+Normal rank
@@ Property / cites work @@
+Biased estimation in a simple multivariate regression model
+Normal rank
@@ Property / cites work @@
+Improved nonparametric estimation of location vectors in multivariate regression models
+Normal rank
@@ Property / cites work @@
+Shrinkage estimation in general linear models
@@ Property / cites work: Shrinkage estimation in general linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
+Normal rank
@@ Property / cites work @@
+Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
+Normal rank
@@ Property / cites work @@
+Q4178373
@@ Property / cites work: Q4178373 / rank @@
+Normal rank
@@ Property / cites work @@
+On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
+Normal rank
@@ Property / cites work @@
+Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
+Normal rank
@@ Property / cites work @@
+Theory of Preliminary Test and Stein‐Type Estimation With Applications
+Normal rank
@@ Property / cites work @@
+Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
+Normal rank
@@ Property / cites work @@
+A new estimator combining the ridge regression and the restricted least squares methods of estimation
+Normal rank