The risk of pretest and shrinkage estimators

DOI10.1080/02331888.2010.508561zbMath1241.62095OpenAlexW2002630542MaRDI QIDQ2892902

Sévérien Nkurunziza

Publication date: 25 June 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.508561

zbMATH Keywords

MLErisk functionmatrix variate normal

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (11)

The risk of tensor Stein-rules in elliptically contoured distributions ⋮ The bias and risk functions of some Stein-rules in elliptically contoured distributions ⋮ Extension of some important identities in shrinkage-pretest strategies ⋮ On extension of some identities for the bias and risk functions in elliptically contoured distributions ⋮ Optimal method in multiple regression with structural changes ⋮ Tensor Stein-rules in a generalized tensor regression model ⋮ Inference in generalized exponential O-U processes ⋮ Estimation and testing in generalized mean-reverting processes with change-point ⋮ On shrinkage estimators in matrix variate elliptical models ⋮ A class of Stein-rules in multivariate regression model with structural changes ⋮ Shrinkage and LASSO strategies in high-dimensional heteroscedastic models

Cites Work

• The \(N\)-th moment of matrix quadratic form
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Unnamed Item

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