An application of shrinkage estimation to the nonlinear regression model
From MaRDI portal
Publication:1927114
DOI10.1016/j.csda.2010.07.022zbMath1255.62203OpenAlexW2048438303MaRDI QIDQ1927114
Christopher J. Nicol, S. Ejaz Ahmed
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.07.022
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to actuarial sciences and financial mathematics (62P05) General nonlinear regression (62J02)
Related Items (3)
Penalty, post pretest and shrinkage strategies in a partially linear model ⋮ Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models ⋮ Shrinkage estimation for the mean of the inverse Gaussian population
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
- Risk characteristics of a Stein-like estimator for the probit regression model
- Biased estimation in a simple multivariate regression model
- Bootstrap confidence bands for shrinkage estimators
- Shrinkage estimation in nonlinear regression: The Box-Cox transformation
- Improved estimation in a multivariate regression model
- Estimation strategies for the intercept vector in a simple linear multivariate normal regression model
- Unbiased estimation of the MSE matrices of improved estimators in linear regression
- Local Asymptotic Specification Error Analysis
- Improved Estimation of Coefficient Vector in a Regression Model
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
This page was built for publication: An application of shrinkage estimation to the nonlinear regression model
