scientific article; zbMATH DE number 1239310

From MaRDI portal
Publication:4225396

zbMath0920.62085MaRDI QIDQ4225396

Marvin H. J. Gruber

Publication date: 13 January 1999


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Bayesian ridge regression for survival data based on a vine copula-based priorSeemingly unrelated regressions with covariance matrix of cross-equation ridge regression residualsThe Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss FunctionAn Intuitive Geometric Approach to the Gauss Markov TheoremRobust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept termOn the Behavior of the Risk of a LASSO-Type EstimatorA nonparametric empirical Bayes approach to large-scale multivariate regressionTHE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSIONModified Ridge Parameters for Seemingly Unrelated Regression ModelEfficiency of a stochastic restricted two-parameter estimator in linear regressionCOMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATORMEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORSTHE EXAMINATION AND ANALYSIS OF RESIDUALS FOR SOME BIASED ESTIMATORS IN LINEAR REGRESSIONUsing Liu-Type Estimator to Combat CollinearityAsymptotically optimal shrinkage estimates for non-normal dataMore on the restricted ridge regression estimationBias Adjustment Minimizing the Asymptotic Mean Square ErrorEvaluation of the Predictive Performance of the Liu EstimatorGeneralized two-parameter estimator in linear regression modelA new difference-based weighted mixed Liu estimator in partially linear modelsPREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERSStochastic restricted biased estimators in misspecified regression model with incomplete prior informationPerformance of the stein-type two-parameter estimator in multiple linear regression modelShrinkage estimator of regression model under asymmetric lossConstrained estimation and the theorem of Kuhn-TuckerThe Bayesian elastic net regressionPerformance of the principal component two-parameter estimator in misspecified linear regression modelAn asymptotic equivalence of the cross-data and predictive estimatorsGeneralized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression modelsCombining two-parameter and principal component regression estimatorsAn application of shrinkage estimation to the nonlinear regression modelA ridge regression estimation approach to the measurement error modelThe generalized preliminary test estimator when different sets of stochastic restrictions are availableOn modified unbiased two-parameter estimatorSparse causality network retrieval from short time seriesBeta ridge regression estimators: simulation and applicationFurther research on the modified ridge principal component estimator in linear modelModified almost unbiased Liu estimator in linear regression modelThe Almon two parameter estimator for the distributed lag modelsOn ridge parameter estimators under stochastic subspace hypothesisImproved two-parameter estimators for the negative binomial and Poisson regression modelsAdaptation of the jackknifed ridge methods to the linear mixed modelsNonlinear system identification in Sobolev spacesA stochastic restricted principal components regression estimator in the linear modelRecent results in ridge regression methodsImproving the estimators of the parameters of a probit regression model: a ridge regression approachMulticlass Boosting Algorithms for Shrinkage Estimators of Class ProbabilityOn the weighted mixed Liu-type estimator under unbiased stochastic restrictionsImproved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression modelA new stochastic mixed ridge estimator in linear regression modelOn the restricted almost unbiased two-parameter estimator in linear regression modelAggregation of affine estimatorsOn the distribution of shrinkage parameters of Liu-type estimatorsOn preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errorsOptimal information criteria minimizing their asymptotic mean square errorsLiu and Ridge Estimators-A ComparisonA Stochastic Restricted Two-Parameter Estimator in Linear Regression ModelOn the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic ErrorsSome Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression modelA jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errorsCross-Dimensional Inference of Dependent High-Dimensional DataA note on constrained estimation in the simple linear measurement error modelAdmissibility and inadmissibility of a generalized Bayes unbiased estimator in a multivariate linear modelA Simulation Study on Some Restricted Ridge Regression EstimatorsA Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu EstimationRidge Estimation to the Restricted Linear ModelImproved ridge regression estimators for the logistic regression modelBayesian modeling of measurement error in predictor variables using item response theoryModified and Restricted r-k Class EstimatorsJackknifing the Ridge Regression Estimator: A RevisitThe distribution of stochastic shrinkage biasing parameters of the Liu type estimatorTreelets -- an adaptive multi-scale basis for sparse unordered dataThe Restricted and Unrestricted Two-Parameter EstimatorsOn the stochastic restricted modified almost unbiased Liu estimator in linear regression modelEstimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errorsThe General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type EstimatorSome Applications of the Rao Distance to Shrinkage EstimatorsMean Squared Error Matrix Comparisons of Some Biased Estimators in Linear RegressionRestricted Two Parameter Ridge EstimatorFurther research on the principal component two-parameter estimator in linear modelModified Restricted Almost Unbiased Liu Estimator in Linear Regression ModelBayesian Shrinkage Estimation of the Relative Abundance of mRNA Transcripts Using SAGEPositive-rule stein-type almost unbiased ridge estimator in linear regression modelEfficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errorsDetecting Pulsatile Hormone Secretions Using Nonlinear Mixed Effects Partial Spline ModelsA Class of sK Type Principal Components Estimators in the Linear ModelGeneralized preliminary test stochastic restricted estimator in the linear regression modelStein estimation -- a reviewOn Liu-type biased estimators in measurement error modelsOn some ridge regression estimators: a nonparametric approachTHE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOSComparison of some estimators under the Pitman's closeness criterion in linear regression modelPreliminary test and Stein-type shrinkage ridge estimators in robust regressionNew difference-based estimator of parameters in semiparametric regression modelsTwo Stochastic Restricted Principal Components Regression Estimator in Linear RegressionOn the Principal Component Liu-type Estimator in Linear RegressionMultiple Anchor Point Shrinkage for the Sample Covariance MatrixA stochastic restrictedk–dclass estimatorWavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage.More on the unbiased ridge regression estimation


Uses Software



This page was built for publication: