Shrinkage estimation for the difference between a control and treatment mean

DOI10.1080/10629360600575854zbMath1144.62017MaRDI QIDQ5433116

Paul Chiou, Weiwen Miao

Publication date: 19 December 2007

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

Full work available at URL: https://doi.org/10.1080/10629360600575854

zbMATH Keywords

shrinkage estimator; completely randomized design; minimax regret criterion; control treatment; pre-test estimator; fixed effects model; regret function; one-way model; dominance region

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62F10: Point estimation

62C20: Minimax procedures in statistical decision theory

62K15: Factorial statistical designs

Related Items

Preliminary test and estimation in some multifactor diffusion processes, Control Charts for Mean under Shrinkage Technique

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