Sequential shrinkage estimation of linear regression parameters

DOI10.1080/07474948708836119MaRDI QIDQ3780313zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Sequential shrinkage estimation
• Sequential shrinkage estimation in the general linear model
• Sequential point estimation of regression parameters in a linear model
• Sequential shrinkage estimation of independent normal means with unkown variances
• scientific article; zbMATH DE number 1894652

Cites work

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

Cited in

(11)

• Estimators with prescribed Precision in Stochastic regression models
• scientific article; zbMATH DE number 4162031 (Why is no real title available?)
• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
• Sequential shrinkage estimation in the general linear model
• A sequential shrinkage estimation in generalized linear models with measurement errors
• scientific article; zbMATH DE number 4153740 (Why is no real title available?)
• Sequential shrinkage estimation
• Inadmissibility of the uncombined two-stage estimator when additional samples are available
• scientific article; zbMATH DE number 1894652 (Why is no real title available?)
• scientific article; zbMATH DE number 3881719 (Why is no real title available?)
• scientific article; zbMATH DE number 4082780 (Why is no real title available?)

This page was built for publication: Sequential shrinkage estimation of linear regression parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3780313)