scientific article; zbMATH DE number 224172

MaRDI QIDQ5286557zbMATH OpenFDO

Authors David Nickerson, I. V. Basawa

Publication date 29 June 1993

zbMATH Keywords

asymptotic efficiencyasymptotic riskautocorrelationcorrelated errorsempirical Bayes estimatorerror covariance matrixfirst order autoregressive processleast squares estimatorlinear modelperiodic means modelregression parametershrinkage estimatorsimulation resultsStein identitysuper-efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(20)

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• Shrinkage estimation for the autocovariance matrix of vector-valued Gaussian stationary processes
• Structuring shrinkage: some correlated priors for regression
• Effect of misspecifying the disturbance covariance matrix on a family of shrinkage estimators
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• On shrinkage estimation of the parameters of an autoregressive Gaussian process
• Statistical Estimates in Linear Regression Models with Correlated Observation Errors
• SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
• ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
• An Examination of Some Shrinkage Estimators For Different Sample Sizes And Correlation Structures in the Linear Regresion
• scientific article; zbMATH DE number 1276011 (Why is no real title available?)
• SHRINKAGE REGRESSION PREDICTOR IN A GENERALIZED LINEAR MODEL WITH AUTOCORRELATED ERROR TERM
• Shrinkage estimation in time series using a bootstrapped covariance estimate
• Effect of a Shrinkage Estimator on the Linear Discriminant Function
• Shrinkage estimation of a correlation coefficient and two examples with real life data-sets
• Application of shrinkage estimation in linear regression models with autoregressive errors
• Reviving some geometric aspects of shrinkage estimation in linear models
• Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
• Shrinkage estimation in spatial autoregressive model
• Shrinkage estimation in general linear models

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