Goodness of fit for generalized shrinkage estimation

DOI10.1090/tpms/1106zbMath1446.62205OpenAlexW3047219652MaRDI QIDQ5117971

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Publication date: 26 August 2020

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1106

zbMATH Keywords

shrinkage estimationlinear regressiongoodness of fitgeneralized least squares estimatornon-spherical disturbancesfeasible generalized least squares estimatordouble \(k\)-class estimatorscoefficient of determination \((R^2)\)feasible double \(k\)-class estimators

Mathematics Subject Classification ID

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

Related Items (1)

Goodness of fit in nonparametric regression modelling

Cites Work

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