Modified Generalized Stein Estimator of Regression Coefficients

DOI10.1080/02522667.1992.10699114MaRDI QIDQ4024149zbMATH OpenOpenAlexFDO

Authors

Publication date 25 February 1993

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1992.10699114

zbMATH Keywords

biasgeneralized Stein estimatorleast squares estimatormean squared errorshrinkage estimatorsvector of regression coefficients

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• On a class of shrinkage estimators of vector of regression coefficients the
• On a generalized stein estimator of regression coefficients
• scientific article; zbMATH DE number 1932254
• scientific article; zbMATH DE number 18877
• Shrunken estimators and the problem of multicollinearity

Cites work

• On a class of shrinkage estimators of vector of regression coefficients the
• On a generalized stein estimator of regression coefficients

Cited in

(7)

• Investigation of improvement of Stein estimators
• On a class of shrinkage estimators of vector of regression coefficients the
• On a generalized stein estimator of regression coefficients
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small
• MSE performance of the weighted average estimators consisting of shrinkage estimators
• scientific article; zbMATH DE number 1932254 (Why is no real title available?)

This page was built for publication: Modified Generalized Stein Estimator of Regression Coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4024149)