A dual estimator as a tool for solving regression problems

DOI10.1214/13-EJS848zbMath1293.62073arXiv1010.0959MaRDI QIDQ367221

Anatoly Gordinsky

Publication date: 26 September 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0959

zbMATH Keywords

robustnessconsistencylinear regressionunbiasednesscomparative analysisadvantage in variancedual estimatorstrictly dominating

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Uses Software

• ElemStatLearn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Regression analysis under a priori parameter restrictions
• Least squares problems with inequality constraints as quadratic constraints
• A comparison of the Bayesian and frequentist approaches to estimation
• Principal component analysis.
• Linear models. Least squares and alternatives
• Statistical Distributions
• Not Only Because of Theory: Dyson, Eddington, and the Competing Myths of the 1919 Eclipse Expedition
• Bayes Linear Statistics
• A Simulation Study of Some Ridge Estimators
• A class of shrinkage estimators in linear regression
• Inequality Restrictions in Regression Analysis
• Ridge Regression: Biased Estimation for Nonorthogonal Problems