Shrinkage estimation in general linear models
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Cites work
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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
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- Shrinkage estimators under spherical symmetry for the general linear model
- Shrinkage structure in biased regression
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- 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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