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James - stein regression estimation in a prediction context

 

作者: Norman S. Matloff,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1982）
卷期: Volume 11, issue 5  

页码: 589-601

 

ISSN:0361-0918

 

年代: 1982

 

DOI:10.1080/03610918208812277

 

出版商: Marcel Dekker, Inc.

 

关键词: shrunken regression estimators;deleted observation method

 

数据来源: Taylor

 

摘要:

Two types of shrunken estimators of regression coefficients are studied in the context of stochastic predictor variables. Emphasis is placed on the choice of the shrinkage parameters, using a ‘deleted-observation’ concept which is motivated by predictive ability.

 

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