James - stein regression estimation in a prediction context

DOI10.1080/03610918208812277MaRDI QIDQ3966955zbMATH OpenOpenAlexFDO

Authors Norman S. Matloff

Publication date 1982

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918208812277

zbMATH Keywords

deleted observation methodJames-Stein regression estimationpredictionshrunken regression estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• An Inverse Matrix Adjustment Arising in Discriminant Analysis
• Operational ridge regression estimators under the prediction goal

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