Sequential shrinkage estimation of linear regression parameters
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Publication:3780313
DOI10.1080/07474948708836119zbMath0639.62077OpenAlexW2024798048MaRDI QIDQ3780313
Publication date: 1987
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948708836119
regression parametersleast squaresleast squares estimatorshrinkage estimatorssubmartingalesJames-Stein estimatorsfixed effects linear modelasymptotic risk expansionGauss-Markoff setup
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
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