Modified Generalized Stein Estimator of Regression Coefficients

DOI10.1080/02522667.1992.10699114zbMath0757.62035OpenAlexW2324133751MaRDI QIDQ4024149

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Publication date: 25 February 1993

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1992.10699114

zbMATH Keywords

mean squared errorbiasleast squares estimatorshrinkage estimatorsgeneralized Stein estimatorvector of regression coefficients

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• On a class of shrinkage estimators of vector of regression coefficients the
• On a generalized stein estimator of regression coefficients

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