Sequential shrinkage estimation of linear regression parameters

DOI10.1080/07474948708836119zbMATH Open0639.62077OpenAlexW2024798048MaRDI QIDQ3780313FDOQ3780313

Authors: David Nickerson 

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836119

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• scientific article; zbMATH DE number 1894652

zbMATH Keywords

least squaresshrinkage estimatorsregression parameterssubmartingalesleast squares estimatorJames-Stein estimatorsfixed effects linear modelasymptotic risk expansionGauss-Markoff setup

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

• The Moment-Generating Function and Negative Integer Moments
• Linear Statistical Inference and its Applications
• Estimation with quadratic loss.
• Improved Estimators for Coefficients in Linear Regression
• Sequential shrinkage estimation
• Sequential point estimation of the difference of two normal means

Cited In (11)

• Sequential shrinkage estimation in the general linear model
• Sequential shrinkage estimation
• Inadmissibility of the uncombined two-stage estimator when additional samples are available
• A sequential shrinkage estimation in generalized linear models with measurement errors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimators with prescribed Precision in Stochastic regression models
• Title not available (Why is that?)
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• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression

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