Asymptotically optimal shrinkage estimates for non-normal data

DOI10.1080/00949655.2010.515592zbMath1328.62469OpenAlexW1972905040MaRDI QIDQ5300731

Christopher S. Withers, Saralees Nadarajah

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.515592

zbMATH Keywords

Stein estimatemultiple shrinkage estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model

Cites Work

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• Improved statistical tests for differential gene expression by shrinking variance components estimates
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• Theory of Preliminary Test and Stein‐Type Estimation With Applications

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