Characterization of estimators uniformly shrinking on subspaces

DOI10.1016/j.laa.2012.04.037zbMath1307.62182OpenAlexW2152242718MaRDI QIDQ445839

Alain Mom, Pierre Druilhet

Publication date: 27 August 2012

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2012.04.037

zbMATH Keywords

eigenvectorsprojectorbiased regressionregression on componentsshrinkage factors

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Shrinkage structure in biased regression
• On the equivalence of estimations under a general linear model and its transformed models
• Partial least squares algorithm yields shrinkage estimators
• Characterizations of admissible linear estimators in the linear model
• PLS regression: a directional signal-to-noise ratio approach
• Shrinkage Structure of Partial Least Squares
• A new class of blased estimate in linear regression
• The Peculiar Shrinkage Properties of Partial Least Squares Regression
• A Statistical View of Some Chemometrics Regression Tools
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

This page was built for publication: Characterization of estimators uniformly shrinking on subspaces