An improved estimation in regression parameter matrix in multivariate regression model

DOI10.1080/03610926.2012.664672MaRDI QIDQ2920037zbMATH OpenOpenAlexFDO

Authors Shabnam Chitsaz, S. Ejaz Ahmed

Publication date 23 October 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.664672

zbMATH Keywords

candidate sub model estimatorcandidate subspacepreliminary test and shrinkage estimator

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
• Applied Multivariate Analysis
• Biased estimation in a simple multivariate regression model
• Classifier technology and the illusion of progress
• Data-based adaptive estimation in an investment model
• Estimating the dimension of a model
• Fitting autoregressive models for prediction
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Modeling by shortest data description
• Modern Multivariate Statistical Techniques
• Univariate and multivariate general linear models. Theory and applications with SAS. With CD-ROM.
• Variable selection in semiparametric regression modeling
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(12)

• Improved estimation in a multivariate regression model
• An improved reduction algorithm to check hypotheses for the multicollinear regression model
• Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment
• Adaptive estimation strategies in gamma regression model
• An integrated precision matrix estimation for multivariate regression problems
• Data-based adaptive estimation in an investment model
• The principal component shrinkage estimates of the parameters in homogeneous linearly constrained regression model
• scientific article; zbMATH DE number 1174554 (Why is no real title available?)
• Improved Estimation of Coefficient Vector in a Regression Model
• Shrinkage estimation for the regression parameter matrix in multivariate regression model
• Penalized and shrinkage estimation in the Cox proportional hazards model
• Shrinkage estimation applied to a semi-nonparametric regression model

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