Asymptotic optimality of NG estimator for linear regression model based on Mallows criterion

zbMATH Open1399.62044MaRDI QIDQ3175710FDOQ3175710

Authors: Xiuping Chen, Yan Gao, Guang-Hui Cai 

Publication date: 18 July 2018

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zbMATH Keywords

linear regressionasymptotic optimalitynonnegative garrotecoefficient shrinkage

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cited In (1)

• Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors

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