Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients

DOI10.1007/BF02762971zbMath1082.62059MaRDI QIDQ816542

Eshetu Wencheko

Publication date: 9 March 2006

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

partially shrunk estimatorssoftly shrunk estimatorssoftly shrunk rank-reduced estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Cites Work

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• Estimation of parameters in a linear model
• Nonnegative minimum biased quadratic estimation in the linear regression models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On Biased Estimation in Linear Models

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