On minimax shrinkage estimation with variable selection

DOI10.1007/978-3-031-22687-8_4MaRDI QIDQ6606396zbMATH OpenFDO

Authors Stavros Zinonos, William E. Strawderman

Publication date 16 September 2024

Full work available at URL https://doi.org/10.1007/978-3-031-22687-8_4

zbMATH Keywords

minimaxityquadratic lossshrinkage estimationvariable selection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• Estimation of the mean of a multivariate normal distribution
• Ideal spatial adaptation by wavelet shrinkage
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Minimax estimation with thresholding and its application to wavelet analysis
• Shrinkage estimation
• Statistical Analysis of Financial Data in S-Plus
• Testing Statistical Hypotheses

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