The exact mean squared error of Stein-rule estimator in linear models

DOI10.1016/0378-3758(88)90110-3zbMath0638.62067MaRDI QIDQ1099549

Shyamal Das Peddada, Parthasarathi Lahiri

Publication date: 1988

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(88)90110-3

zbMATH Keywords

linear model; ellipsoid; non-normal; least squares estimator; inadmissibility; fractional operator; exact mean squared error; linear combination of the regression vector; Stein rule estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62C15: Admissibility in statistical decision theory

Related Items

Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries

Cites Work

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