scientific article; zbMATH DE number 4001207

zbMATH Open0617.62040MaRDI QIDQ4727201FDOQ4727201

Authors: M. C. Jones, John Copas 

Publication date: 1986

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 4068095
• scientific article; zbMATH DE number 3844851
• scientific article; zbMATH DE number 804214
• scientific article; zbMATH DE number 4064292
• Bayesian shrinkage prediction for the regression problem

zbMATH Keywords

robustnessprediction mean squared errorlinear multiple regression modelpreshrunk predictorsStein-type predictorsshrinkage predictors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (11)

• On moments of ratios of quadratic forms in normal variables
• Robust prediction of beta
• Title not available (Why is that?)
• Bootstrap confidence bands for shrinkage estimators
• Robustness of Shrunken Predictors in Stratified Populations
• Shrunken predictors in stratified sampling under super-population model
• Predictive regression under various degrees of persistence and robust long-horizon regression
• Shrinkage estimators for prediction out-of-sample: conditional performance
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the relation between the shrinkage effect and a shrinkage method

Uses Software

• AS 17

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4727201)