Prior information in regression: to choose or not to choose?

DOI10.1080/00949659608811747zbMath0925.62294OpenAlexW2079855587MaRDI QIDQ4355611

Lee C. Adkins

Publication date: 17 November 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811747

zbMATH Keywords

shrinkage estimatorStein-rule

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

Cites Work

• Unnamed Item
• Improved estimation under collinearity and squared error loss
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Minimax multiple shrinkage estimation
• Estimation of the mean of a multivariate normal distribution
• The exact distribution of the Stein-rule estimator
• Finite sample moments of a bootstrap estimator of the james-stein rule
• Small sample performance of jackknife confidence intervals for the james-stein estimator

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