Risk characteristics of a Stein-like estimator for the probit regression model

DOI10.1016/0165-1765(89)90150-XzbMath1328.91245MaRDI QIDQ902659

Lee C. Adkins, R. Carter Hill

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Shrinkage estimation in nonlinear regression: The Box-Cox transformation ⋮ An application of shrinkage estimation to the nonlinear regression model

Cites Work

• Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
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