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Sequential estimate for linear regression models with uncertain number of effective variables
Robust variable selection through MAVE
Model selection in kernel ridge regression
Shrinkage estimation for the mean of the inverse Gaussian population
On Bayesian Shrinkage Estimator of Parameter of Exponential Distribution with Outliers
In this article, we have estimated the scale parameter of exponential distribution with a prior information. A shrinkage estimator is derived for parameter of exponential distribution contaminated with outliers
and in the presence of LINEX...
Extension of some important identities in shrinkage pretest strategies
A note on shrinkage wavelet estimation in Bayesian analysis
Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
On the ridge regression estimator with sub-space restriction
In the linear regression model with elliptical errors, a shrinkage ridge estimator is proposed. In this regard, the restricted ridge regression estimator under sub-space restriction is improved by incorporating a general ...
Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression
the suspicion of stochastic constraints occurring. Also the preliminary test, Stein-type shrinkage and positive-rule shrinkage estimators are derived when the variable term in the restriction is assumed to follow multivariate Student-t distribution...