On shrinkage r-estimation in a multiple regression model

DOI10.1080/03610928608829245MaRDI QIDQ3749975zbMATH OpenOpenAlexFDO

Authors Pranab K. Sen, A. K. Md. Ehsanes Saleh

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/03610928608829245

zbMATH Keywords

asymptotic distributional riskJames- Stein estimatorlocal alternativesmultiple regression modelpreliminary test estimatorR-estimatorrobustnessscore functionshrinkage estimation

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A james-stein type detour of U-statistics
• Asymptotically distribution-free aligned rank order tests for composite hypotheses for general multivariate linear models
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• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• Nonparametric Estimate of Regression Coefficients
• On some shrinkage estimators of multivariate location

Cited in

(19)

• On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators
• The risk inflation criterion for multiple regression
• On construction of improved estimators in multiple-design multivariate linear models under general restriction
• Improved estimation in regression with varying penalty
• Shrinkage estimation in system regression model
• Shrinkage estimation of the regression parameters with multivariate normal errors
• Multiple shrinkage estimators in multiple linear regression
• scientific article; zbMATH DE number 4178441 (Why is no real title available?)
• Risk comparison of some shrinkage M-estimators in linear models
• scientific article; zbMATH DE number 3936215 (Why is no real title available?)
• scientific article; zbMATH DE number 3938333 (Why is no real title available?)
• scientific article; zbMATH DE number 4082772 (Why is no real title available?)
• scientific article; zbMATH DE number 1107543 (Why is no real title available?)
• scientific article; zbMATH DE number 221915 (Why is no real title available?)
• Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
• Shrinkage estimator of regression model under asymmetric loss
• Shrinkage ridge estimators in linear regression
• A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
• On the trade-off between model expansion, model shrinking, and parameter estimation accuracy in least-squares data analysis

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