Results 181 to 190 of about 41,085 (210)

Shrinkage Ridge Estimators in Linear Regression

Communications in Statistics - Simulation and Computation, 2013
The problem of estimation of the regression coefficients in a multiple regression model (MRM) is considered under multicollinearity situation. Further it is suspected that the regression coefficients may be restricted to a subspace. In this approach, we present the estimators of the regression coefficients combining the idea of preliminary test ...
Mohammad Arashi, S. M. M. Tabatabaey, M. Hassanzadeh Bashtian   +2 more
openaire   +1 more source

Shrinkage averaging estimation

Statistical Papers, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Shrinkage estimation in general linear models

Computational Statistics & Data Analysis, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lihua An, Sévérien Nkurunziza, Karen Y. Fung, Daniel Krewski, Isaac Luginaah   +4 more
openaire   +1 more source

Partial Kelly portfolios and shrinkage estimators

2012 IEEE International Symposium on Information Theory Proceedings, 2012
The log-optimal or Kelly portfolio forms the basis of a theoretically appealing investment strategy. However, it is difficult to compute, and this hinders its adoption in practice. In this paper we consider an approximate Kelly portfolio based on maximizing the expected value of a quadratic approximation to log utility.
Justin K. Rising, Abraham J. Wyner
openaire   +1 more source

An Efficient SVD Shrinkage for Rank Estimation

IEEE Signal Processing Letters, 2015
Matrix rank estimation is a classical problem with many applications in statistical signal processing. In this letter, a logistic function based thresholding of the singular values is proposed for the rank estimation purpose. Parameters of the proposed shrinkage function are tuned using Stein’s unbiased risk estimator.
Santosh Kumar Yadav, Rohit Sinha 0003, Prabin Kumar Bora   +2 more
openaire   +1 more source

Improved Shrinkage Estimation of Relative Potency

Biometrical Journal, 1995
AbstractThis article considers the asymptotic estimation theory for the log relative potency in a symmetric parallel bioassay when uncertain prior information about the true log relative potency is assumed to be a known quantity. Three classes of point estimation, namely, the unrestricted estimator, the shrinkage restricted estimator and shrinkage ...
openaire   +1 more source

SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS

Econometric Theory, 2007
Summary: Shrinkage estimation procedures such as ridge regression and the lasso have been proposed for stabilizing estimation in linear models when high collinearity exists in the design. In this paper, we consider asymptotic properties of shrinkage estimators in the case of ``nearly singular'' designs.
openaire   +2 more sources

Shrinkage Estimators for Uplift Regression

2023
Magdalena Grabarczyk, Krzysztof Rudas
openaire   +1 more source

Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

Journal of Business and Economic Statistics, 2021
Xu Han
exaly  

Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime

International Statistical Review, 2020
Mohammad Arashi, B Yuzbasi
exaly