Improved estimation in lognormal regression models

DOI10.1016/0378-3758(88)90106-1zbMath0639.62063WikidataQ126789871 ScholiaQ126789871MaRDI QIDQ1099910

Andrew. L. Rukhin

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)90106-1

zbMATH Keywords

inadmissibility; quadratic loss; normal variance; James-Stein type estimators of the normal mean; Lognormal regression model; unknown error variance

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62F10: Point estimation

62C15: Admissibility in statistical decision theory

Related Items

Shrinkage estimation in lognormal regression model for censored data, Unbiased estimates for a lognormal regression problem and a nonparametric alternative, Confidence intervals for lognormal regression and a non-parametric alternative

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