most citedPenalty, Shrinkage, and Preliminary Test Estimators under Full Model Hypothesis

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math.ST2015★ 1 cited

Penalty, Shrinkage, and Preliminary Test Estimators under Full Model Hypothesis

Enayetur Raheem, A. K. Md. Ehsanes Saleh

This paper considers a multiple regression model and compares, under full model hypothesis, analytically as well as by simulation, the performance characteristics of some popular p…

math.ST2015

Improved LASSO

A. K. Md. Ehsanes Saleh, Enayetur Raheem

We propose an improved LASSO estimation technique based on Stein-rule. We shrink classical LASSO estimator using preliminary test, shrinkage, and positive-rule shrinkage principle.…