On the coefficient of multiple determination in a linear regression model

DOI10.1007/BF03178925zbMath1454.62218OpenAlexW2015286361MaRDI QIDQ5123751

Nabendu Pal, Wooi Khai Lim

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03178925

zbMATH Keywords

shrinkage estimatorrisk functionsecond-order admissibility

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Estimation of the coefficient of multiple determination
• The pitman nearness criterion and its determination
• Shrinkage estimation of a correlation coefficient and two examples with real life data-sets
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