Recommendations
Cites work
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 1294696 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3426635 (Why is no real title available?)
- A characterization of limiting distributions of regular estimates
- A risk bound in Sobolev class regression
- Adaptive GMM shrinkage estimation with consistent moment selection
- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
- All of Nonparametric Statistics
- Asymptotic Statistics
- Bonferroni-based size-correction for nonstandard testing problems
- Contracting towards subspaces when estimating the mean of a multivariate normal distribution
- Distribution theory of the least squares averaging estimator
- Employing vague prior information in the construction of confidence sets
- Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
- Estimation of the mean of a multivariate normal distribution
- Estimation with quadratic loss.
- Frequentist Model Average Estimators
- Good exact confidence sets for a multivariate normal mean
- Improved Estimators for Coefficients in Linear Regression
- LAN in Problems of Nonparametric Estimation of Functions and Lower Bounds for Quadratic Risks
- Large-Sample Theory: Parametric Case
- Least Squares Model Averaging
- Limit expressions for the risk of james‐stein estimators
- Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
- Model Selection and Multimodel Inference
- On methods of sieves and penalization
- On nonparametric regression for iid observations in a general setting
- Optimal filtering of square-integrable signals in Gaussian noise
- Selecting a minimax estimator of a multivariate normal mean
- Shrinkage efficiency bounds
- Shrinking Towards Subspaces in Multiple Linear Regression
- The Focused Information Criterion
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
Cited in
(33)- Combining observational and experimental datasets using shrinkage estimators
- Shrinkage GMM estimation in conditional moment restriction models
- James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
- Penalized likelihood methods for modeling count data
- PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables
- scientific article; zbMATH DE number 4107926 (Why is no real title available?)
- Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
- Shrinkage estimation and forecasting in dynamic regression models under structural instability
- Posterior Average Effects
- Efficiency gains in least squares estimation: a new approach
- Joint inference based on Stein-type averaging estimators in the linear regression model
- Model averaging in semiparametric estimation of treatment effects
- A weighted average limited information maximum likelihood estimator
- On the market price of risk
- From estimation to optimization via shrinkage
- Satisficing credibility for heterogeneous risks
- Shrink wrapping for Taylor models revisited
- On the trade-off between model expansion, model shrinking, and parameter estimation accuracy in least-squares data analysis
- Shrinkage for categorical regressors
- An averaging estimator for two-step m-estimation in semiparametric models
- Robust empirical Bayes confidence intervals
- A ridge to homogeneity for linear models
- Weighted-average least squares estimation of generalized linear models
- Shrinkage efficiency bounds
- Constrained estimation using penalization and MCMC
- Model averaging for asymptotically optimal combined forecasts
- Optimal multistep VAR forecast averaging
- Efficient estimation for a subclass of shape invariant models
- Minimizing sensitivity to model misspecification
- Bonferroni-based size-correction for nonstandard testing problems
- Higher-order asymptotic theory of shrinkage estimation for general statistical models
- Model averaging: a shrinkage perspective
- A James-Stein-type adjustment to bias correction in fixed effects panel models
This page was built for publication: Efficient shrinkage in parametric models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894642)
