Shrinkage estimates based on orthogonal decomposition of the sample space

DOI10.1080/03610929008830215zbMath0900.62365OpenAlexW2120953068MaRDI QIDQ3135385

Christopher S. Withers

Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830215

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Asymptotically optimal shrinkage estimates for non-normal data

Cites Work

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• Minimax multiple shrinkage estimation
• Limit expressions for the risk of james‐stein estimators
• Combining Minimax Shrinkage Estimators
• On sharper bounds for the risk of james-stein estimators
• Bias reduction by taylor series^∗
• A formal bayes multiple shrinkage estimator
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case

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