An Improved Estimation in Regression Parameter Matrix in Multivariate Regression Model

DOI10.1080/03610926.2012.664672zbMath1271.62116OpenAlexW2061393485MaRDI QIDQ2920037

Shabnam Chitsaz, S. Ejaz Ahmed

Publication date: 23 October 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.664672

zbMATH Keywords

candidate subspacecandidate sub model estimatorpreliminary test and shrinkage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

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