Shrinkage estimation in general linear models
type: Item
instance of: scholarly article
title: Shrinkage estimation in general linear models
zbMATH Open document ID: 1453.62029
author: Lihua An
author: Sévérien Nkurunziza
author: K. Y. Fung
author: D. Krewski
author: Isaac Luginaah
published in: Computational Statistics and Data Analysis
publication date: 2010-04-01T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 5689025
Wikidata QID: Q58051268
MaRDI profile type: Publication
full work available at URL: j.csda.2008.11.027
OpenAlex ID: W1966941146
cites work: Assessing the process capability index for non-normal processes
cites work: Biased estimation in a simple multivariate regression model
cites work: Improved nonparametric estimation of location vectors in multivariate regression models
cites work: Bayesian Robustness and the Stein Effect
cites work: Q5560061
cites work: Confidence sets and the stein effect
cites work: Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
cites work: Econometric Modeling and Inference
cites work: Q3692527
cites work: A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
cites work: Quasi-likelihood and its application. A general approach to optimal parameter estimation
cites work: Q4178373
cites work: Controlling risks under different loss functions: The compromise decision problem
cites work: Comparisons of improved risk estimators of the multivariate mean vector
cites work: James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
cites work: Q4219536
cites work: On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data
cites work: Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
cites work: Theory of Preliminary Test and Stein‐Type Estimation With Applications
cites work: On some shrinkage estimators of multivariate location
cites work: Risk-Reducing Shrinkage Estimation for Generalized Linear Models
cites work: Q3237829
cites work: Q4084474
cites work: Proper Bayes Minimax Estimators of the Multivariate Normal Mean
cites work: Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
DBLP publication ID: journals/csda/AnNFKL09
DOI: 10.1016/J.CSDA.2008.11.027
description: scientific article; zbMATH DE number 5689025