An optimal shrinkage factor in prediction of ordered random effects

DOI10.5705/SS.202014.0034zbMATH Open1356.62010OpenAlexW2519522537MaRDI QIDQ2828624FDOQ2828624

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

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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)

Cited In (5)

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

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