Shrinkage efficiency bounds: An extension

DOI10.1080/03610926.2023.2173976MaRDI QIDQ6571735FDOQ6571735

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
• Minimax estimators of the mean of a multivariate normal distribution
• Estimation of the mean of a univariate normal distribution with known variance
• Shrinkage efficiency bounds

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