Performances of the positive-rule Stein-type ridge estimator in a linear regression model with spherically symmetric error distributions

DOI10.1080/03610926.2011.579378zbMATH Open1298.62121OpenAlexW2055446254MaRDI QIDQ5299094FDOQ5299094

Authors 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

Stein-type estimatorridge estimatorpreliminary testquadratic riskmultivariate Student' \(t\) distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites Work

• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Biased estimation in a simple multivariate regression model
• Improved nonparametric estimation of location vectors in multivariate regression models
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
• Shrinkage estimation in general linear models
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

Cited In (4)

• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Positive-rule Stein-type almost unbiased ridge estimator in linear regression model
• Performance of positive rule estimator in the ill-conditioned Gaussian regression model
• Title not available (Why is no real title available?)

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