On shrinkage r-estimation in a multiple regression model
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Publication:3749975
DOI10.1080/03610928608829245zbMath0609.62110MaRDI QIDQ3749975
Pranab Kumar Sen, A. K. Md. Ehsanes Saleh
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829245
robustness; R-estimator; shrinkage estimation; local alternatives; asymptotic distributional risk; score function; preliminary test estimator; James- Stein estimator; multiple regression model
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F10: Point estimation
Related Items
Shrinkage estimator of regression model under asymmetric loss, Improved estimation in regression with varying penalty, Multiple shrinkage estimators in multiple linear regression
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