An optimal shrinkage factor in prediction of ordered random effects

DOI10.5705/SS.202014.0034MaRDI QIDQ2828624zbMATH OpenOpenAlexFDO

Authors Nilabja Guha, Anindya Roy, Yaakov Malinovsky, Gauri Sankar Datta

Publication date 26 October 2016

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b5aa603167e7daf7d11a1a83b627d1be164a4ed9

zbMATH Keywords

shrinkageorder statisticslinear predictorempirical Bayes predictor

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Empirical decision procedures; empirical Bayes procedures (62C12) Order statistics; empirical distribution functions (62G30)

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(5)

• Statistical prediction under an order restriction
• Prediction of ordered random effects in a simple small area model
• Keep it simple: estimation strategies for ordered response models with fixed effects
• Order shrinkage and selection for the INGARCH(p,q) model
• On properties of empirical best predictors

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