Improved Stein-rule estimator for regression problems

DOI10.1016/0304-4076(81)90063-4zbMath0478.62055OpenAlexW2008646941MaRDI QIDQ5905021

Richard A. L. Carter

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90063-4

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (5)

The sampling distribution of shrinkage estimators and their F-ratios in the regression model ⋮ Double \(k\)-class estimators in regression models with non-spherical disturbances ⋮ Pre-test double \(k\)-class estimators in linear regression ⋮ Unnamed Item ⋮ Selecting a double \(k\)-class estimator for regression coefficients

Cites Work

• Unnamed Item
• Double k-Class Estimators of Coefficients in Linear Regression
• Finite-Sample Properties of the k-Class Estimators
• Improved Stein-rule estimator for regression problems

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