Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint

DOI10.1080/03610926.2018.1532006OpenAlexW2908041176WikidataQ128689427 ScholiaQ128689427MaRDI QIDQ5085551

Idir Ouassou, Younes Ommane

Publication date: 27 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1532006

zbMATH Keywords

minimaxspherically symmetric distributionsquadratic lossrisk functionpositive orthantadaptive ridge estimatorthe James-Stein estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Bayesian Inference on Local Distributions of Functions and Multidimensional Curves with Spherical HMC Sampling

Cites Work

• Unnamed Item
• Unnamed Item
• Shrinkage estimators under spherical symmetry for the general linear model
• Estimation of a parameter vector when some components are restricted
• Parametric deconvolution of positive spike trains.
• Sign-constrained least squares estimation for high-dimensional regression
• A new class of generalized Bayes minimax ridge regression estimators
• Ridge Regression — 1980: Advances, Algorithms, and Applications
• Ridge regression iterative estimation of the biasing parameter
• Minimax Adaptive Generalized Ridge Regression Estimators
• Covariance-Preconditioned Iterative Methods for Nonnegatively Constrained Astronomical Imaging
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• A general form of the covering principle and relative differentiation of additive functions

This page was built for publication: Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint