On preliminary test and shrinkage estimation in linear models with long-memory errors

DOI10.1016/S0378-3758(97)00160-2zbMath0935.62079OpenAlexW2036939716MaRDI QIDQ1299367

Kanchan Mukherjee

Publication date: 8 May 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00160-2

zbMATH Keywords

shrinkage estimationcontiguous alternativespreliminary test estimationlong-memory model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

On extension of some identities for the bias and risk functions in elliptically contoured distributions ⋮ Preliminary test estimation for spectra ⋮ On preliminary test and shrinkage estimation in linear models with long-memory errors

Cites Work

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• Nonparametric estimation of location parameter after a preliminary test on regression
• On preliminary test and shrinkage estimation in linear models with long-memory errors
• A james-stein type detour of U-statistics
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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