On combining unbiased and possibly biased correlated estimators

DOI10.1007/S42081-023-00194-2zbMATH Open1541.62173MaRDI QIDQ6578506

William E. Strawderman, Stavros Zinonos

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Statistical Analysis of Financial Data in S-Plus
• Limit expressions for the risk of james‐stein estimators
• A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
• Testing Statistical Hypotheses
• A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss

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