On shrunken estimators in linear models

MaRDI QIDQ5413533zbMATH OpenFDO

Authors Ghadban Khalaf

Publication date 30 April 2014

Full work available at URL http://www.pphmj.com/abstract/7895.htm

zbMATH Keywords

James-Stein estimatormulticollinearityOLS estimatorsridge regressionsimulations

Mathematics Subject Classification ID

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

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(13)

• Shrink wrapping for Taylor models revisited
• An analytical shrinkage estimator for linear regression
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• SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
• An Examination of Some Shrinkage Estimators For Different Sample Sizes And Correlation Structures in the Linear Regresion
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• A new estimator combining the ridge regression and the restricted least squares methods of estimation
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• Reviving some geometric aspects of shrinkage estimation in linear models
• On the trade-off between model expansion, model shrinking, and parameter estimation accuracy in least-squares data analysis
• Shrinkage estimation in general linear models

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