Risk performance of some shrinkage estimators

DOI10.1080/03610918.2018.1554116MaRDI QIDQ5083983zbMATH OpenOpenAlexWikidataFDO

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

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)

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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
• A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function
• scientific article; zbMATH DE number 5252061 (Why is no real title available?)
• 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

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