Characterization of estimators uniformly shrinking on subspaces

DOI10.1016/J.LAA.2012.04.037MaRDI QIDQ445839zbMATH OpenOpenAlexFDO

Authors Alain Mom, Pierre Druilhet

Publication date 27 August 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2012.04.037

zbMATH Keywords

eigenvectorsbiased regressionregression on componentsshrinkage factorsprojector

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A Statistical View of Some Chemometrics Regression Tools
• A new class of blased estimate in linear regression
• Characterizations of admissible linear estimators in the linear model
• On the equivalence of estimations under a general linear model and its transformed models
• PLS regression: a directional signal-to-noise ratio approach
• Partial least squares algorithm yields shrinkage estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Shrinkage structure in biased regression
• Shrinkage structure of partial least squares
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• The Peculiar Shrinkage Properties of Partial Least Squares Regression

Cited in

(2)

• Uniform estimation of sub-Riemannian balls
• Shrinking toward submodels in regression

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