Shrinkage estimation in system regression model
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Publication:2354733
DOI10.1007/s00180-014-0539-5zbMath1317.65035OpenAlexW2029333870MaRDI QIDQ2354733
Mohammad Arashi, Mahdi Roozbeh
Publication date: 24 July 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-014-0539-5
shrinkage estimatorseemingly unrelated regression modelpreliminary test estimatorfeasible estimatorpositive-rule Stein-type estimator
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (3)
Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions
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