The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function

DOI10.1081/STA-120028372zbMath1102.62073MaRDI QIDQ3155258

Marvin H. J. Gruber

Publication date: 14 January 2005

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

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Empirical decision procedures; empirical Bayes procedures (62C12)

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