Invariance of estimation methods for the linear model

DOI10.1080/0020739890200117MaRDI QIDQ3817467zbMATH OpenOpenAlexFDO

Authors G. W. Cran

Publication date 1989

Published in International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0020739890200117

zbMATH Keywords

invarianceJames-Stein estimationlocation/scale transformationprincipal components regressionridge regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A Robust Method for Multiple Linear Regression
• Centering and Scaling in Ridge Regression
• Estimation of the constant term when using ridge regression
• Improved Estimators for Coefficients in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

Cited in

(5)

• Some properties of estimated scale invariant covariance structures
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• Method of generalized estimation with usage of unbiasedness and invariance conditions
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• A variant on the argument for the invariance of estimators in a singular system of equations

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