Shrinkage estimator of regression model under asymmetric loss

DOI10.1080/03610926.2017.1397169OpenAlexW2769576589MaRDI QIDQ5076968

Zahirul Hoque, Jacek Wesołowski, Shahadut Hossain

Publication date: 17 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1397169

zbMATH Keywords

shrinkage estimatorlinear regressionpre-test estimatornormal errorLINEX loss and risk function

Mathematics Subject Classification ID

Point estimation (62F10) Statistics (62-XX) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)

Related Items (4)

Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes ⋮ Estimation of the slope parameter in a linear regression model under a bounded loss function ⋮ Bayesian shrinkage estimator of Burr XII distribution ⋮ Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss

Cites Work

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