Shrinkage efficiency bounds: An extension

DOI10.1080/03610926.2023.2173976MaRDI QIDQ6571735zbMATH OpenFDO

Authors Giuseppe de~Luca, Jan R. Magnus

Publication date 12 July 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

Cites work

• Asymptotic Statistics
• Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
• Estimation of the mean of a univariate normal distribution with known variance
• Minimax estimators of the mean of a multivariate normal distribution
• Shrinkage efficiency bounds

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