Performance of the stein-type two-parameter estimator in multiple linear regression model

DOI10.1080/03610926.2017.1332220zbMath1392.62213OpenAlexW2620116621MaRDI QIDQ4563506

Xinfeng Chang, Jibo Wu

Publication date: 1 June 2018

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1332220

zbMATH Keywords

quadratic riskStein-type estimatortwo-parameter estimatorpreliminary test estimator

Mathematics Subject Classification ID

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

Related Items (1)

Defining a two-parameter estimator: a mathematical programming evidence

Cites Work

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