Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors

DOI10.1016/J.JKSS.2016.01.007zbMATH Open1342.62121OpenAlexW2276987682MaRDI QIDQ530389FDOQ530389

Authors: Ping Peng, Guikai Hu, Muhua Ding 

Publication date: 29 July 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.01.007

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zbMATH Keywords

elliptically contoured distributionmisspecified linear modelcomparisons of estimators

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (5)

• Regression model with elliptically contoured errors
• A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted
• Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
• The risk of tensor Stein-rules in elliptically contoured distributions
• Title not available (Why is that?)

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