Risk performance of some shrinkage estimators

DOI10.1080/03610918.2018.1554116zbMath1489.62216OpenAlexW2948772988WikidataQ127756380 ScholiaQ127756380MaRDI QIDQ5083983

Nimet Özbay, Selahattin Kaçıranlar

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1554116

zbMATH Keywords

shrinkage estimatorquadratic loss functionrisk performanceextended balanced loss function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

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