James - stein regression estimation in a prediction context

DOI10.1080/03610918208812277zbMath0501.62064OpenAlexW2093588272MaRDI QIDQ3966955

Norman S. Matloff

Publication date: 1982

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918208812277

zbMATH Keywords

predictionshrunken regression estimatorsdeleted observation methodJames-Stein regression estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Operational ridge regression estimators under the prediction goal
• An Inverse Matrix Adjustment Arising in Discriminant Analysis

This page was built for publication: James - stein regression estimation in a prediction context