Shrinkage estimation in system regression model

DOI10.1007/s00180-014-0539-5zbMath1317.65035OpenAlexW2029333870MaRDI QIDQ2354733

Mohammad Arashi, Mahdi Roozbeh

Publication date: 24 July 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0539-5

zbMATH Keywords

shrinkage estimatorseemingly unrelated regression modelpreliminary test estimatorfeasible estimatorpositive-rule Stein-type estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Preliminary test estimation in system regression models in view of asymmetry ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions

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