Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions

DOI10.1080/03610926.2011.579378zbMath1298.62121MaRDI QIDQ5299094

Jianwen Xu, Hu Yang

Publication date: 25 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.579378

zbMATH Keywords

quadratic risk; preliminary test; Stein-type estimator; ridge estimator; multivariate Student' \(t\) distribution

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62F03: Parametric hypothesis testing

Related Items

Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics

Cites Work

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