STUDYING LIMITING BEHAVIOR OF SHRINKAGE ESTIMATORS IN PENALIZED REGRESSION MODEL WITH RECTANGULAR NORM

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

Norouzirad Mina; ARASHI MOHAMMAD

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: JOURNAL OF STATISTICAL SCIENCES Year:2017 | Volume:11 | Issue:1 Page(s): 149-174

Download Full-Text

Persian Verion

View:

854

Download:

Cites:

Information Journal Paper

Title

STUDYING LIMITING BEHAVIOR OF SHRINKAGE ESTIMATORS IN PENALIZED REGRESSION MODEL WITH RECTANGULAR NORM

Author(s)

Norouzirad Mina | ARASHI MOHAMMAD | Issue Writer Certificate

Keywords

ASYMPTOTIC DISTRIBUTIONQ2

IMPROVED ESTIMATORQ1

LASSO ESTIMATORQ1

PREDICTION ERRORQ2

RECTANGULAR NORMQ1

STEIN-TYPE SHRINKAGE ESTIMATORQ1

Abstract

Penalized estimators for estimating regression parameters have been considered by many authors for many decades. Penalized regression with RECTANGULAR NORM is one of the mainly used since it does variable selection and estimating parameters, simultaneously. In this paper, we propose some new estimators by employing uncertain prior information on parameters. Superiority of the proposed shrinkage estimators over the least absoluate and shrinkage operator (LASSO) estimator is demonstrated via a Monte Carlo study. The prediction rate of the proposed estimators compared to the LASSO ESTIMATOR is also studied in the US State Facts and Figures dataset.

Cites

No record.

References

No record.

Cite

APA: Copy

Norouzirad, Mina, & ARASHI, MOHAMMAD. (2017). STUDYING LIMITING BEHAVIOR OF SHRINKAGE ESTIMATORS IN PENALIZED REGRESSION MODEL WITH RECTANGULAR NORM. JOURNAL OF STATISTICAL SCIENCES, 11(1 ), 149-174. SID. https://sid.ir/paper/124084/en

Vancouver: Copy

Norouzirad Mina, ARASHI MOHAMMAD. STUDYING LIMITING BEHAVIOR OF SHRINKAGE ESTIMATORS IN PENALIZED REGRESSION MODEL WITH RECTANGULAR NORM. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2017;11(1 ):149-174. Available from: https://sid.ir/paper/124084/en

IEEE: Copy

Mina Norouzirad, and MOHAMMAD ARASHI, “STUDYING LIMITING BEHAVIOR OF SHRINKAGE ESTIMATORS IN PENALIZED REGRESSION MODEL WITH RECTANGULAR NORM,” JOURNAL OF STATISTICAL SCIENCES, vol. 11, no. 1 , pp. 149–174, 2017, [Online]. Available: https://sid.ir/paper/124084/en

Related Journal Papers