scientific article; zbMATH DE number 4082772

MaRDI QIDQ3811552zbMATH OpenFDO

Authors Pranab K. Sen, A. K. Md. Ehsanes Saleh

Publication date 1988

zbMATH Keywords

adaptive versionsJames-Stein rule based shrinkage least squares estimationmultivariate linear modelpreliminary test versionsredundant subset of parametersRelative risk- efficiencies

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(31)

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• Shrinkage estimators under spherical symmetry for the general linear model
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
• Assessing the process capability index for non-normal processes
• Nonlinear GCV and quasi-GCV for shrinkage models
• On construction of improved estimators in multiple-design multivariate linear models under general restriction
• Shrinkage estimation of the regression parameters with multivariate normal errors
• Risk comparison of some shrinkage M-estimators in linear models
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• Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
• On shrinkage r-estimation in a multiple regression model
• On shrinkage least squares estimation in a parallelism problem
• Sequential shrinkage estimation in the general linear model
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• Stein–type shrinkage quantile estimation
• The Peculiar Shrinkage Properties of Partial Least Squares Regression
• Risk-Reducing Shrinkage Estimation for Generalized Linear Models
• Shrinkage estimator of regression model under asymmetric loss
• scientific article; zbMATH DE number 224172 (Why is no real title available?)
• Multivariate regression through affinely weighted penalized least squares
• Reducing data nonconformity in linear models
• Reviving some geometric aspects of shrinkage estimation in linear models
• On the comparison of the pre-test and shrinkage estimators for the univariate normal mean
• A legacy in statistics: the life and contributions of Professor A. K. Md. Ehsanes Saleh
• Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
• On the trade-off between model expansion, model shrinking, and parameter estimation accuracy in least-squares data analysis
• Estimating structural equation models using James-Stein type shrinkage estimators
• Efficient shrinkage in parametric models
• Shrinkage estimation in general linear models

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