期刊論文
| 學年 | 94 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2005-12-01 |
| 作品名稱 | A brief review of shrinkage estimation of a multivariate normal mean with extension to multiple linear regression |
| 作品名稱（其他語言） | |
| 著者 | 林志娟; Lin, Jyh-jiuan; Pal, Nabendu; Chang, Ching-hui |
| 單位 | 淡江大學統計學系 |
| 出版者 | Pushpa Publishing House |
| 著錄名稱、卷期、頁數 | Advances and Applications in Statistics 5(3), pp.371-399 |
| 摘要 | Estimation of regression coefficients in a linear regression model is essential not only to understand the relationship between the response (dependent) variable and the explanatory (independent) variables, but also for predicting the response variable efficiently. It is known that an improved shrinkage estimation of the regression coefficients leads to a better prediction of the response variable in terms of lower prediction mean squared error. In this review paper we revisit the shrinkage estimation of the regression coefficients, which is an extension of Stein�s seminal work on shrinkage estimation of a multivariate normal mean, and see its connection to prediction. We have compiled materials from the existing major works on shrinkage estimation and added some new results (or extended some existing less known results) so that our review paper gives a comprehensive idea of the topic and hence helps the researchers interested in this area. |
| 關鍵字 | loss function;prediction mean squared error (PMSE);risk function |
| 語言 | en |
| ISSN | 0972-3617 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | IND |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20584 ) |