Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model

Detalhes bibliográficos
Autor(a) principal: Norouzirad, Mina
Data de Publicação: 2023
Outros Autores: Arashi, Mohammad, Marques, Filipe J., Khan, Naushad A. Mamode
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/153230
Resumo: Publisher Copyright: © 2023 International Academic Press
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spelling Feasible Stein-Type and Preliminary Test Estimations in the System Regression ModelFeasible generalized least squares estimatorLASSOPreliminary test estimationSeemingly unrelated regression modelsShrinkage estimationStein-type estimationSignal ProcessingStatistics and ProbabilityInformation SystemsComputer Vision and Pattern RecognitionStatistics, Probability and UncertaintyControl and OptimizationArtificial IntelligencePublisher Copyright: © 2023 International Academic PressIn a system of regression models, finding a feasible shrinkage is demanding since the covariance structure is unknown and cannot be ignored. On the other hand, specifying sub-space restrictions for adequate shrinkage is vital. This study proposes feasible shrinkage estimation strategies where the sub-space restriction is obtained from LASSO. Therefore, some feasible LASSO-based Stein-type estimators are introduced, and their asymptotic performance is studied.CMA - Centro de Matemática e AplicaçõesDM - Departamento de MatemáticaRUNNorouzirad, MinaArashi, MohammadMarques, Filipe J.Khan, Naushad A. Mamode2023-05-26T22:21:37Z20232023-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article18application/pdfhttp://hdl.handle.net/10362/153230engNorouzirad, M., Arashi, M., Marques, F. J., & Khan, N. A. M. (2023). Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model. Statistics, Optimization and Information Computing, 11(2), 258-275. https://doi.org/10.19139/soic-2310-5070-15892311-004XPURE: 61247274https://doi.org/10.19139/soic-2310-5070-1589info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:35:50Zoai:run.unl.pt:10362/153230Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:55:13.729417Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
title Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
spellingShingle Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
Norouzirad, Mina
Feasible generalized least squares estimator
LASSO
Preliminary test estimation
Seemingly unrelated regression models
Shrinkage estimation
Stein-type estimation
Signal Processing
Statistics and Probability
Information Systems
Computer Vision and Pattern Recognition
Statistics, Probability and Uncertainty
Control and Optimization
Artificial Intelligence
title_short Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
title_full Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
title_fullStr Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
title_full_unstemmed Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
title_sort Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model
author Norouzirad, Mina
author_facet Norouzirad, Mina
Arashi, Mohammad
Marques, Filipe J.
Khan, Naushad A. Mamode
author_role author
author2 Arashi, Mohammad
Marques, Filipe J.
Khan, Naushad A. Mamode
author2_role author
author
author
dc.contributor.none.fl_str_mv CMA - Centro de Matemática e Aplicações
DM - Departamento de Matemática
RUN
dc.contributor.author.fl_str_mv Norouzirad, Mina
Arashi, Mohammad
Marques, Filipe J.
Khan, Naushad A. Mamode
dc.subject.por.fl_str_mv Feasible generalized least squares estimator
LASSO
Preliminary test estimation
Seemingly unrelated regression models
Shrinkage estimation
Stein-type estimation
Signal Processing
Statistics and Probability
Information Systems
Computer Vision and Pattern Recognition
Statistics, Probability and Uncertainty
Control and Optimization
Artificial Intelligence
topic Feasible generalized least squares estimator
LASSO
Preliminary test estimation
Seemingly unrelated regression models
Shrinkage estimation
Stein-type estimation
Signal Processing
Statistics and Probability
Information Systems
Computer Vision and Pattern Recognition
Statistics, Probability and Uncertainty
Control and Optimization
Artificial Intelligence
description Publisher Copyright: © 2023 International Academic Press
publishDate 2023
dc.date.none.fl_str_mv 2023-05-26T22:21:37Z
2023
2023-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/153230
url http://hdl.handle.net/10362/153230
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Norouzirad, M., Arashi, M., Marques, F. J., & Khan, N. A. M. (2023). Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model. Statistics, Optimization and Information Computing, 11(2), 258-275. https://doi.org/10.19139/soic-2310-5070-1589
2311-004X
PURE: 61247274
https://doi.org/10.19139/soic-2310-5070-1589
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 18
application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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