Sequential shrinkage estimation in the general linear model

DOI10.1080/07474948808836148MaRDI QIDQ3795102zbMATH OpenOpenAlexFDO

Authors T. N. Sriram, Arup Bose

Publication date 1988

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948808836148

zbMATH Keywords

estimation of the slope parametergeneral linear modelJames-Stein estimatorsleast squares estimatorregression parametersreverse submartingalessecond order asymptotic risk expansionsequential James-Stein estimatorsequential least squares estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Sequential estimation (62L12)

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Cites work

• A Frequentistic Approach to Sequential Estimation in the General Linear Model
• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 3890493 (Why is no real title available?)
• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• Sequential shrinkage estimation
• Sequential shrinkage estimation of the difference between two multivariate normal means

Cited in

(20)

• Sequential shrinkage estimation
• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
• AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
• Accelerated sequential shrinkage estimation
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
• Sequential estimate for generalized linear models with uncertain number of effective variables
• Regressor and disturbance have moments of all orders, least squares estimator has none
• Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance
• A sequential shrinkage estimation in generalized linear models with measurement errors
• scientific article; zbMATH DE number 4162031 (Why is no real title available?)
• Sequential shrinkage estimation of independent normal means with unkown variances
• Sequential shrinkage estimation of linear regression parameters
• scientific article; zbMATH DE number 4082772 (Why is no real title available?)
• Sequential Generlized Least squares Estimator For An Autoressive parameter
• scientific article; zbMATH DE number 1093082 (Why is no real title available?)
• scientific article; zbMATH DE number 1923196 (Why is no real title available?)
• SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS
• New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
• Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
• Shrinkage estimation in general linear models

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