Improved estimation in measurement error models through Stein rule procedure
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Publication:1272743
DOI10.1006/jmva.1998.1749zbMath0913.62059OpenAlexW2015727786MaRDI QIDQ1272743
Publication date: 10 June 1999
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/3b38b684dac84f9481fe4e55049baf087365cf13
predictionsmeasurement errorsultrastructural modelmean squared error matrix criterionStein rule estimators
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)
Related Items (17)
Improved estimation in elliptical linear mixed measurement error models ⋮ Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables ⋮ Investigating the performance of a family of exponential-type estimators in presence of measurement error ⋮ A ridge regression estimation approach to the measurement error model ⋮ Consistent estimation of coefficients in measurement error models with replicated observations ⋮ Coefficient of determination for multiple measurement error models ⋮ Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information ⋮ Improved ridge regression estimators for the logistic regression model ⋮ Goodness of fit in restricted measurement error models ⋮ Improved estimation in multiple linear regression models with measurement error and general constraint ⋮ Replicated measurement error model under exact linear restrictions ⋮ Use of prior information in the consistent estimation of regression coefficients in measurement error models ⋮ On Liu-type biased estimators in measurement error models ⋮ On some ridge regression estimators: a nonparametric approach ⋮ Improved estimation of regression parameters in measurement error models ⋮ Prediction of values of variables in linear measurement error model ⋮ On second-order and fourth-order moments of jointly distributed random matrices: A survey
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