MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated

DOI10.1007/s00362-014-0586-6zbMath1312.62094MaRDI QIDQ2340390

Akio Namba

Publication date: 16 April 2015

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0586-6

zbMATH Keywords

mean squared error; shrinkage estimator; dominance; pre-test; positive-part estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

Cites Work

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