Estimating a mean matrix: boosting efficiency by multiple affine shrinkage

DOI10.1007/S10463-007-0128-2MaRDI QIDQ734400zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

Publication date 13 October 2009

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-007-0128-2

zbMATH Keywords

regularizationtotal least squaresrank reductionpenalized least squaresEfron-Morris fit

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
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• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
• An Analysis of the Total Least Squares Problem
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation in a multivariate errors in variables regression model: Large sample results
• Optimal filtering of square-integrable signals in Gaussian noise
• Superefficient estimation of multivariate trend.
• Total least squares and errors-in-variables modeling: bridging the gap between statistics, computational mathematics and engineering

Cited in

(2)

• ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
• Multivariate regression through affinely weighted penalized least squares

Describes a project that uses

Uses Software

• VanHuffel

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