Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions
From MaRDI portal
Publication:5299094
DOI10.1080/03610926.2011.579378zbMath1298.62121MaRDI QIDQ5299094
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
quadratic risk; preliminary test; Stein-type estimator; ridge estimator; multivariate Student' \(t\) distribution
Related Items
Cites Work
- Unnamed Item
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
- Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
- Biased estimation in a simple multivariate regression model
- Shrinkage estimation in general linear models
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
- Improved nonparametric estimation of location vectors in multivariate regression models
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
- Theory of Preliminary Test and Stein‐Type Estimation With Applications