Positive-rule stein-type almost unbiased ridge estimator in linear regression model

DOI10.1080/03610926.2013.879180zbMath1341.62235OpenAlexW2328700955MaRDI QIDQ2811427

Hu Yang, Chao-Lin Liu

Publication date: 10 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.879180

zbMATH Keywords

quadratic riskquadratic biasalmost unbiased ridge estimatorpositive-rule Stein-type almost unbiased ridge estimatorpreliminary test almost ridge estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30)

Related Items

Performance of the stein-type two-parameter estimator in multiple linear regression model ⋮ On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors

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