Improved Estimation of Coefficient Vector in a Regression Model

DOI10.1081/SAC-120017860zbMATH Open1081.62533OpenAlexW1964907750MaRDI QIDQ4416331FDOQ4416331

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Estimation with quadratic loss.
• Title not available (Why is that?)
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression

Cited In (10)

• Shrinkage estimation in replicated median ranked set sampling
• Biased estimation in a simple multivariate regression model
• Estimating and testing effect size from an arbitrary population
• Data-Based Adaptive Estimation in an Investment Model
• Improved estimation in a multivariate regression model
• On the estimation of reliabilty function in a Weibull lifetime distribution
• Stabilizing the Performance of Kurtosis Estimator of Multivariate Data
• Stein-type estimation using ranked set sampling
• An application of shrinkage estimation to the nonlinear regression model
• Testing and Merging Information for Effect Size Estimation

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