Improved Estimation of Coefficient Vector in a Regression Model

DOI10.1081/SAC-120017860MaRDI QIDQ4416331zbMATH OpenOpenAlexFDO

Authors B. U. Khan, S. Ejaz Ahmed

Publication date 31 July 2003

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sac-120017860

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
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• An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
• Estimation with quadratic loss.
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

Cited in

(11)

• Stein-type estimation using ranked set sampling
• Shrinkage estimation in replicated median ranked set sampling
• Data-based adaptive estimation in an investment model
• Biased estimation in a simple multivariate regression model
• Stabilizing the performance of kurtosis estimator of multivariate data
• An application of shrinkage estimation to the nonlinear regression model
• Estimating and testing effect size from an arbitrary population
• Testing and Merging Information for Effect Size Estimation
• Improved estimation in a multivariate regression model
• Preliminary test and Stein-type shrinkage Lasso-based estimators
• On the estimation of reliabilty function in a Weibull lifetime distribution

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