Multiple shrinkage estimators in multiple linear regression

DOI10.1080/03610929208830767zbMATH Open0800.62415OpenAlexW2017296751MaRDI QIDQ3135569FDOQ3135569

Authors: Yuen-Ching Fanny Ki 

Publication date: 11 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610929208830767

Mathematics Subject Classification ID

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

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• Minimax multiple shrinkage estimation
• Combining Minimax Shrinkage Estimators
• Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
• On shrinkage r-estimation in a multiple regression model
• How Much Does Stein Estimation Help in Multiple Linear Regression?

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