Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
DOI10.1007/S42081-020-00089-6zbMATH Open1477.62188OpenAlexW3094219251MaRDI QIDQ825319FDOQ825319
Authors: Jia-Han Shih, Ting-Yu Lin, Masayuki Jimichi, Takeshi Emura 
Publication date: 17 December 2021
Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42081-020-00089-6
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Cited In (5)
- Confidence interval for normal means in meta-analysis based on a pretest estimator
- Stein-rule M-estimation in sparse partially linear models
- Preliminary test and Stein-type shrinkage ridge estimators in robust regression
- A class of general pretest estimators for the univariate normal mean
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
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