Robust estimation of common regression coefficients under spherical symmetry

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Titel: Robust estimation of common regression coefficients under spherical symmetry
Autoren: Tatsuya Kubokawa, Christian P. Robert, A. K. Md. Ehsanes Saleh
Quelle: Annals of the Institute of Statistical Mathematics. 43:677-688
Verlagsinformationen: Springer Science and Business Media LLC, 1991.
Publikationsjahr: 1991
Schlagwörter: Ridge regression, shrinkage estimators (Lasso), Graybill-Deal estimator, Linear regression, mixed models, spherical symmetry assumption, Estimation in multivariate analysis, 05 social sciences, robust estimation, elliptically contoured distributions, heteroscedastic linear model, 01 natural sciences, common mean, Stein problem, estimating common regression coefficients, 0502 economics and business, Stein effect, Robustness and adaptive procedures (parametric inference), 0101 mathematics
Beschreibung: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Publikationsart: Article
Dateibeschreibung: application/xml
Sprache: English
ISSN: 1572-9052
0020-3157
DOI: 10.1007/bf00121647
Zugangs-URL: https://zbmath.org/150287
https://doi.org/10.1007/bf00121647
https://link.springer.com/article/10.1007/BF00121647
https://EconPapers.repec.org/RePEc:spr:aistmt:v:43:y:1991:i:4:p:677-688
https://ideas.repec.org/a/spr/aistmt/v43y1991i4p677-688.html
Rights: Springer TDM
Dokumentencode: edsair.doi.dedup.....bcde58c6dd89784cc42fd698f8924bd1
Datenbank: OpenAIRE
Beschreibung
Abstract:zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ISSN:15729052
00203157
DOI:10.1007/bf00121647