Shrinkage estimation in general linear models
From MaRDI portal
Publication:961674
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
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
Cites Work
- Biased estimation in a simple multivariate regression model
- Comparisons of improved risk estimators of the multivariate mean vector
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
- On some shrinkage estimators of multivariate location
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
- Assessing the process capability index for non-normal processes
- On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data
- Confidence sets and the stein effect
- Improved nonparametric estimation of location vectors in multivariate regression models
- Bayesian Robustness and the Stein Effect
- A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
- Risk-Reducing Shrinkage Estimation for Generalized Linear Models
- Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Econometric Modeling and Inference
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Controlling risks under different loss functions: The compromise decision problem
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Shrinkage estimation in general linear models
