A class of shrinkage estimators in linear regression

DOI10.2307/3315502zbMATH Open1007.62519OpenAlexW2088206701MaRDI QIDQ4262102FDOQ4262102

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

• Estimation of the mean of a multivariate normal distribution
• Shrinkage estimation in the two-way multivariate normal model
• Improved Estimators for Coefficients in Linear Regression
• Title not available (Why is that?)

Cited In (1)

• A dual estimator as a tool for solving regression problems

Uses Software

• alr3

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