Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models

DOI10.1007/978-3-319-41573-4_13OpenAlexW1456363012MaRDI QIDQ4595760

S. C. Kou, Justín Ju-Chen Yang

Publication date: 6 December 2017

Published in: Contributions to Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.06262

zbMATH Keywords

shrinkage estimationheteroscedastic hierarchical linear modelsunbiased risk estimate (URE)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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