scientific article
From MaRDI portal
Publication:3692680
zbMath0574.62100MaRDI QIDQ3692680
George G. Judge, Mary Ellen Bock
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stein-rule estimatorssampling theoryminimax estimatorslinear statistical modelsBayes estimatorspretest estimatorssample informationbiased estimationstochastic regressornon-sample informationinadmissibility of the least squares estimatornearly collinear dataridge-type
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)
Related Items (8)
The exact density and distribution functions of the inequality constrained and pre-test estimators ⋮ The positive-part Stein-rule estimator and tests of linear hypotheses ⋮ On the harm that ignoring pretesting can cause ⋮ Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses ⋮ A pre-test like estimator dominating the least-squares method ⋮ Double \(k\)-class estimators in regression models with non-spherical disturbances ⋮ Bayes pre-test estimation for the change point of the changing one parameter exponential family ⋮ Adjusted estimates and Wald statistics for the AR(1) model with constant
This page was built for publication:
