A note on Stein-type shrinkage estimator in partial linear models

DOI10.1080/02331888.2011.553682zbMath1314.62158OpenAlexW1997035297MaRDI QIDQ3143498

Mohammad Arashi, Hossein Ali Niroumand, Mahdi Roozbeh

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.553682

zbMATH Keywords

elliptically contoured distributionpartial linear modelbalanced loss functionStein-type shrinkage estimatordifferencing

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Related Items (3)

Asymptotic normality of DHD estimators in a partially linear model ⋮ Difference-based matrix perturbation method for semi-parametric regression with multicollinearity ⋮ Shrinkage estimation in system regression model

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