On a class of shrinkage estimators of vector of regression coefficients the

DOI10.1080/03610928908830168zbMath0707.62142OpenAlexW2085856036MaRDI QIDQ3489179

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Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/03610928908830168

zbMATH Keywords

asymptotic biasasymptotic mean squared errorregressor variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

Modified Generalized Stein Estimator of Regression Coefficients

Cites Work

• Unnamed Item
• On a generalized stein estimator of regression coefficients
• On Least Squares with Insufficient Observations
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Comparison of k-Class Estimators When the Disturbances Are Small
• A Basis for the Selection of a Response Surface Design

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