Asymptotically optimal shrinkage estimates for non-normal data

DOI10.1080/00949655.2010.515592MaRDI QIDQ5300731zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 28 June 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.515592

zbMATH Keywords

multiple shrinkage estimatesStein estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A class of multiple shrinkage estimators
• Application of Shrinkage Techniques in Logistic Regression Analysis: A Case Study
• Estimation with quadratic loss.
• Expansions for the risk of Stein type estimates for non-normal data
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• Improved statistical tests for differential gene expression by shrinking variance components estimates
• James-Stein state filtering algorithms
• Rank reduction and James-Stein estimation.
• Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
• Shrinkage estimates based on orthogonal decomposition of the sample space
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Shrinkage-based similarity metric for cluster analysis of microarray data
• Stein estimation -- a review
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

Cited in

(6)

• Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
• scientific article; zbMATH DE number 3956238 (Why is no real title available?)
• Shrinkage Estimators of the Probability Density Function Under Association
• Non-minimaxity of debiased shrinkage estimators

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