A class of shrinkage estimators in linear regression

DOI10.2307/3315502MaRDI QIDQ4262102zbMATH OpenOpenAlexFDO

Authors Helge Blaker

Publication date 30 March 2003

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315502

zbMATH Keywords

principal componentsmulticollinearityStein estimationorthogonal decompositionspredictive risk

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics (62P99)

Cites work

• scientific article; zbMATH DE number 788233 (Why is no real title available?)
• Estimation of the mean of a multivariate normal distribution
• Improved Estimators for Coefficients in Linear Regression
• Shrinkage estimation in the two-way multivariate normal model

Cited in

(1)

• A dual estimator as a tool for solving regression problems

Describes a project that uses

Uses Software

• alr3

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