On a class of shrinkage estimators of vector of regression coefficients the

DOI10.1080/03610928908830168MaRDI QIDQ3489179zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/03610928908830168

zbMATH Keywords

asymptotic biasasymptotic mean squared errorregressor variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A Basis for the Selection of a Response Surface Design
• Comparison of k-Class Estimators When the Disturbances Are Small
• Estimation with quadratic loss.
• On Least Squares with Insufficient Observations
• On a generalized stein estimator of regression coefficients
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(12)

• Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small
• On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients
• Goodness of fit for generalized shrinkage estimation
• A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
• Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients
• An analytical shrinkage estimator for linear regression
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• On a generalized stein estimator of regression coefficients
• scientific article; zbMATH DE number 1932254 (Why is no real title available?)
• Modified Generalized Stein Estimator of Regression Coefficients

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