Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function

DOI10.1155/2014/129205zbMath1437.62258OpenAlexW2040073672WikidataQ59049480 ScholiaQ59049480MaRDI QIDQ2336143

Guikai Hu, Qing-Guo Li, Sheng-Hua Yu

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/129205

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function

Cites Work

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