Shrinkage estimation for the regression parameter matrix in multivariate regression model
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Cites work
- Applied Multivariate Analysis
- Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
- Biased estimation in a simple multivariate regression model
- Classifier technology and the illusion of progress
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Modern Multivariate Statistical Techniques
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- Risk comparison of some shrinkage M-estimators in linear models
- Robust inference strategy in the presence of measurement error
Cited in
(13)- Higher-order asymptotic theory of shrinkage estimation for general statistical models
- Impact measurement and dimension reduction of auxiliary variables in calibration estimator using the Shapley decomposition
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
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- An improved estimation in regression parameter matrix in multivariate regression model
- Shrinkage estimation of the regression parameters with multivariate normal errors
- scientific article; zbMATH DE number 4162031 (Why is no real title available?)
- A brief review of shrinkage estimation of a multivariate normal mean with extension to multiple linear regression
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection
- Efficient estimation for the conditional autoregressive model
- A Regression Modeling Approach to Structured Shrinkage Estimation
- Shrinkage estimation applied to a semi-nonparametric regression model
- Shrinkage estimation in joint models for longitudinal biomarkers and multi-state processes
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