Shrunken estimators of seemingly unrelated regression models

zbMATH Open1235.62023MaRDI QIDQ3016958FDOQ3016958

Authors: Zhangong Zhou, Shenghong Li 

Publication date: 19 July 2011

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zbMATH Keywords

two-stage estimatorcovariance improvement estimatorshrunken principal estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (2)

• Shrinkage estimation in system regression model
• Shrinkage structure in biased regression

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