Shrinkage estimation in general linear models

DOI10.1016/j.csda.2008.11.027zbMath1453.62029DBLPjournals/csda/AnNFKL09OpenAlexW1966941146WikidataQ58051268 ScholiaQ58051268MaRDI QIDQ961674

Lihua An, Daniel Krewski, Sévérien Nkurunziza, Karen Y. Fung, Isaac Luginaah

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.027

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (8)

On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models ⋮ Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions ⋮ Generalized autoregressive moving average models: an efficient estimation approach ⋮ Approximate repeated-measures shrinkage ⋮ Shrinkage estimation in lognormal regression model for censored data ⋮ Approximate uniform shrinkage prior for a multivariate generalized linear mixed model ⋮ Positive-rule stein-type almost unbiased ridge estimator in linear regression model ⋮ Shrinkage and LASSO strategies in high-dimensional heteroscedastic models

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