Risk performance of some shrinkage estimators

DOI10.1080/03610918.2018.1554116zbMATH Open1489.62216OpenAlexW2948772988WikidataQ127756380 ScholiaQ127756380MaRDI QIDQ5083983FDOQ5083983

Authors: 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

Recommendations

• A minimum average risk approach to shrinkage estimators of the normal mean
• Risk Analysis and Robustness of four Shrinkage Estimators
• A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators
• A class of multiple shrinkage estimators
• On shrinkage estimators in matrix variate elliptical models

zbMATH Keywords

shrinkage estimatorquadratic loss functionrisk performanceextended balanced loss function

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation with quadratic loss.
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Linear models. Least squares and alternatives
• Title not available (Why is that?)
• STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
• The Minimum Mean Square Error Linear Estimator and Ridge Regression
• Title not available (Why is that?)
• Stein-rule estimation under an extended balanced loss function
• On the minimum mean squared error estimators in a regression model
• Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
• Title not available (Why is that?)
• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• The performance of the adaptive optimal estimator under the extended balanced loss function
• Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
• Title not available (Why is that?)
• Vorhersage im allgemeinen linearen regressionsmodell mit stoehastisehen regressoren
• Probleme linearer Vorhersagen im allgemeinen linearen Regressionsmodell

Cited In (8)

• Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
• The risk of pretest and shrinkage estimators
• Title not available (Why is that?)
• A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function
• Shrinkage averaging estimation
• PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
• CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
• A comment on Hansen's risk of James-Stein and Lasso shrinkage

This page was built for publication: Risk performance of some shrinkage estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083983)