A generalized class of shrinkage estimators in linear regression when disturbances are not normal

DOI10.1080/03610929408831369zbMath0825.62185OpenAlexW2069380512MaRDI QIDQ4843703

No author found.

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831369

zbMATH Keywords

risklinear regression modelefficient estimatorsclass of estimatorssmall-\(\sigma\) asymptotic

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

A modified generalized mixed regression estimator when disturbances are nonnormal ⋮ On the ridge regression estimator with sub-space restriction ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

• Unnamed Item
• Optimum robust estimation of linear aspects in conditionally contaminated linear models
• Ridge regression:some simulations
• An Explicit Solution for Generalized Ridge Regression
• A Class of Biased Estimators in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Comparison of k-Class Estimators When the Disturbances Are Small
• Linear Statistical Inference and its Applications

This page was built for publication: A generalized class of shrinkage estimators in linear regression when disturbances are not normal