The performance of the adaptive optimal estimator under the extended balanced loss function

DOI10.1080/03610926.2016.1267760zbMath1384.62241OpenAlexW2559981328MaRDI QIDQ4595910

Nimet Özbay, Selahattin Kaçıranlar

Publication date: 6 December 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1267760

zbMATH Keywords

ordinary least squares estimatorlinear regression modellarge sample propertiesextended balanced loss functionadaptive optimal estimator

Mathematics Subject Classification ID

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

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Risk performance of some shrinkage estimators ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

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