Rank theory approach to ridge, LASSO, preliminary test and Stein‐type estimators: A comparative study

DOI10.1002/CJS.11480zbMath1492.62068OpenAlexW2908301695WikidataQ128689805 ScholiaQ128689805MaRDI QIDQ4960941

Radim Navrátil, A. K. Md. Ehsanes Saleh, Mina Norouzirad

Publication date: 24 April 2020

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/147537

zbMATH Keywords

rank estimatorspenalty estimators\(L_2\)-risk functionefficiency of Lassopreliminary test and Stein-type estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime

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