Multiple shrinkage estimators in multiple linear regression

DOI10.1080/03610929208830767MaRDI QIDQ3135569zbMATHOpenAlexFDO

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

• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• Combining Minimax Shrinkage Estimators
• Estimation of the mean of a multivariate normal distribution
• How Much Does Stein Estimation Help in Multiple Linear Regression?
• Minimax multiple shrinkage estimation
• On shrinkage r-estimation in a multiple regression model
• Relative performance of stein-rule and preliminary test estimators in linear models least squares theory

This page was built for publication: Multiple shrinkage estimators in multiple linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3135569)