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

DOI10.1080/03610928908830168zbMATH Open0707.62142OpenAlexW2085856036MaRDI QIDQ3489179FDOQ3489179

Author name not available (Why is that?)

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)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Title not available (Why is that?)
• Comparison of k-Class Estimators When the Disturbances Are Small
• A Basis for the Selection of a Response Surface Design
• On Least Squares with Insufficient Observations
• On a generalized stein estimator of regression coefficients

Cited In (9)

• Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
• Title not available (Why is that?)
• Modified Generalized Stein Estimator of Regression Coefficients
• An analytical shrinkage estimator for linear regression
• A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
• Title not available (Why is that?)
• Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients
• 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

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