Rank theory approach to ridge, Lasso, preliminary test and Stein-type estimators: a comparative study

DOI10.1002/CJS.11480MaRDI QIDQ4960941zbMATH OpenOpenAlexWikidataFDO

Authors Radim Navrátil, A. K. Md. Ehsanes Saleh, M. Norouzirad

Publication date 24 April 2020

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/147537

zbMATH Keywords

rank estimatorspenalty estimators\(L_2\)-risk functionefficiency of Lassopreliminary test and Stein-type estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(4)

• Rank theory approach to ridge, Lasso, preliminary test and Stein-type estimators: comparative study.
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• Theory of ridge regression estimation with applications
• Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime

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