Some dominance theorems on the double-k class estimator in linear models

DOI10.1016/0165-1765(86)90239-9zbMATH Open1328.62466OpenAlexW1985593071MaRDI QIDQ899883FDOQ899883

Tran Van Hoa

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90239-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Title not available (Why is that?)
• Double k-Class Estimators of Coefficients in Linear Regression
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• The inadmissibility of the Stein estimator in normal multiple regression equations
• A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models

Cited In (2)

• K-Dominance in Multidimensional Data: Theory and Applications
• General dominance properties of double shrinkage estimators for ratio of positive parameters

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