Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors

DOI10.1016/j.jkss.2016.01.007zbMath1342.62121OpenAlexW2276987682MaRDI QIDQ530389

Guikai Hu, Ping Peng, Muhua Ding

Publication date: 29 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.01.007

zbMATH Keywords

elliptically contoured distributionmisspecified linear modelcomparisons of estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items

The risk of tensor Stein-rules in elliptically contoured distributions

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