Characterization of estimators uniformly shrinking on subspaces

DOI10.1016/J.LAA.2012.04.037zbMATH Open1307.62182OpenAlexW2152242718MaRDI QIDQ445839FDOQ445839

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

eigenvectorsbiased regressionregression on componentsshrinkage factorsprojector

Mathematics Subject Classification ID

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

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Statistical View of Some Chemometrics Regression Tools
• Shrinkage structure in biased regression
• Partial least squares algorithm yields shrinkage estimators
• 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
• On the equivalence of estimations under a general linear model and its transformed models
• Characterizations of admissible linear estimators in the linear model
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator

Cited In (2)

• Uniform estimation of sub-Riemannian balls
• Shrinking toward submodels in regression

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