On shrinkage r-estimation in a multiple regression model

DOI10.1080/03610928608829245zbMath0609.62110OpenAlexW2144347698MaRDI QIDQ3749975

Pranab Kumar Sen, A. K. Md. Ehsanes Saleh

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829245

zbMATH Keywords

robustnessR-estimatorshrinkage estimationlocal alternativesasymptotic distributional riskscore functionpreliminary test estimatorJames- Stein estimatormultiple regression model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (3)

Shrinkage estimator of regression model under asymmetric loss ⋮ Improved estimation in regression with varying penalty ⋮ Multiple shrinkage estimators in multiple linear regression

Cites Work

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• On some shrinkage estimators of multivariate location
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• A james-stein type detour of U-statistics
• Asymptotically distribution-free aligned rank order tests for composite hypotheses for general multivariate linear models
• Nonparametric Estimate of Regression Coefficients
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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