Accelerated sequential shrinkage estimation

MaRDI QIDQ1962792zbMATH OpenFDO

Authors Nitis Mukhopadhyay, A. D. Abid

Publication date 7 April 2002

Published in Metron (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/214544

zbMATH Keywords

asymptotic risk expansionshybrid James-Stein estimatorsinadmissibility

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Sequential estimation (62L12)

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Cited in

(1)

• Sequential shrinkage estimation

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