Shrinkage estimation in general linear models
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Cites work
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- A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
- Assessing the process capability index for non-normal processes
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- Biased estimation in a simple multivariate regression model
- Comparisons of improved risk estimators of the multivariate mean vector
- Confidence sets and the stein effect
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- Econometric Modeling and Inference
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
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- On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data
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- Quasi-likelihood and its application. A general approach to optimal parameter estimation
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Cited in
(33)- Estimating structural equation models using James-Stein type shrinkage estimators
- Sequential shrinkage estimation in the general linear model
- Risk comparison of some shrinkage M-estimators in linear models
- An analytical shrinkage estimator for linear regression
- Approximate repeated-measures shrinkage
- Shrinkage, pretest, and penalty estimators in generalized linear models
- The risk of James-Stein and Lasso shrinkage
- Shrinkage estimation in system regression model
- Nonlinear GCV and quasi-GCV for shrinkage models
- Positive-rule Stein-type almost unbiased ridge estimator in linear regression model
- Performances of the positive-rule Stein-type ridge estimator in a linear regression model with spherically symmetric error distributions
- Shrinkage estimation with singular priors and an application to small area estimation
- Efficient shrinkage in parametric models
- Efficient estimation for time series following generalized linear models
- Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
- Shrink wrapping for Taylor models revisited
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
- Shrinkage estimation in lognormal regression model for censored data
- On the Stein-type Liu estimator and positive-rule Stein-type Liu estimator in multiple linear regression models
- Shrinkage estimation strategy in quasi-likelihood models
- Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
- Shrinking toward submodels in regression
- SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
- Goodness of fit for generalized shrinkage estimation
- An application of shrinkage estimation to the nonlinear regression model
- Risk-Reducing Shrinkage Estimation for Generalized Linear Models
- scientific article; zbMATH DE number 4082772 (Why is no real title available?)
- Shrinkage estimators under spherical symmetry for the general linear model
- Shrinkage structure in biased regression
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
- On the trade-off between model expansion, model shrinking, and parameter estimation accuracy in least-squares data analysis
- Linear shrinkage estimation of the variance of a distribution with unknown mean
- Generalized autoregressive moving average models: an efficient estimation approach
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