MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression

DOI10.1016/S0378-3758(00)00095-1zbMath0954.62087MaRDI QIDQ1582368

Akio Namba

Publication date: 18 February 2001

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

zbMATH Keywords

numerical resultsmean squared errorStein-rule estimatordominancepositive-part Stein-rule estimator2SHI estimatorpre-test 2SHI estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Related Items (2)

MSE performance of the weighted average estimators consisting of shrinkage estimators ⋮ MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

Cites Work

• MSE performance of a heterogeneous pre-test estimator
• Improving on the James-Stein positive-part estimator
• Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix
• On an adjustment of degrees of freedom in the minimim mean squared error ertimator
• The Minimum Mean Square Error Linear Estimator and Ridge Regression
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression