Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
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Publication:643304
DOI10.1016/j.jmva.2011.07.005zbMath1231.62135MaRDI QIDQ643304
M. Ishaq Bhatti, Anoop Chaturvedi, Suchita Gupta
Publication date: 28 October 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.07.005
62H12: Estimation in multivariate analysis
62F25: Parametric tolerance and confidence regions
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
Cites Work
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- Double k-Class Estimators of Coefficients in Linear Regression