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Shrinkage estimator
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1	INSTRUMENTAL VARIABLES ESTIMATION WITH MANY WEAK INSTRUMENTS USING REGULARIZED JIVE CHRISTIAN HANSEN AND DAMIAN KOZBUR Abstract. We consider instrumental variables regression in models where the number of available instr Add to Reading List Source URL: www.n.ethz.ch Language: English - Date: 2013-10-06 16:12:54 Statistics Estimation theory Statistical theory Regression analysis Statistical inference Statistical methods Linear regression Instrumental variable Estimator Asymptotic theory Shrinkage estimator M-estimator
2	Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnara , Yarema Okhrinb and Nestor Parolyac,∗ c Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:22:28 Statistics Estimation theory Statistical inference Statistical theory Covariance and correlation Summary statistics Shrinkage estimator Estimator Variance Consistent estimator Covariance Standard deviation
3	PDF Document Add to Reading List Source URL: www.ejbi.org Language: English - Date: 2013-12-30 03:48:54 Estimation theory Statistics Statistical theory Statistical inference Least squares M-estimators Estimator Bias of an estimator Mean squared error Maximum likelihood estimation JamesStein estimator Shrinkage estimator
4	Optimal Shrinkage Estimation of Variances with Applications to Microarray Data Analysis Tiejun TONG and Yuedong WANG ∗ Add to Reading List Source URL: www.pstat.ucsb.edu Language: English - Date: 2006-04-08 18:04:30 Statistical theory Estimation theory Probability distributions Statistical inference Normal distribution Bias of an estimator Estimator Efficiency Shrinkage estimator Gamma distribution Variance
5	Assessing a double hierarchical generalized linear model and other shrinkage methods in prediction using highdimensional genomic data Authors: Ying Fang Supervisor: Xia Shen Add to Reading List Source URL: www.statistics.du.se Language: English - Date: 2011-06-20 08:42:44 Statistical methods Classical genetics Estimation theory Genome-wide association study Least squares Bias of an estimator Quantitative trait locus Best linear unbiased prediction Genetic association Statistics Genetics Regression analysis
6	PDF Document Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-05-28 17:42:22 Statistical theory Covariance and correlation Summary statistics Shrinkage estimator Covariance Sample mean and sample covariance Variance Resampled efficient frontier Standard deviation Statistics Data analysis Estimation theory
7	Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities Xu Cheng∗ Zhipeng Liao Add to Reading List Source URL: www.cemfi.es Language: English - Date: 2015-04-15 11:50:36 Psychometrics Regression analysis Econometrics Factor analysis Dynamic factor Estimator Least squares Scaling Principal component analysis Statistics Multivariate statistics Estimation theory
8	School of Economics and Social Sciences A modi…ed-likelihood-type shrinkage estimator for the sparse-response Poisson and Binomial GLM By Add to Reading List Source URL: www.statistics.du.se - Date: 2009-11-24 08:00:15
9	Microsoft Word - Abstract_Tyler Add to Reading List Source URL: www.statistik.tu-dortmund.de Language: English - Date: 2014-09-19 05:11:47 Robust statistics Variance Estimator Scatter matrix Sample mean and sample covariance MINQUE Shrinkage estimator Statistics Estimation theory M-estimator
10	Microsoft Word - Randomness.doc Add to Reading List Source URL: fs.gallup.unm.edu Language: English - Date: 2012-08-14 18:51:21 Bias of an estimator Shrinkage estimator Minimum mean square error Mean squared error Generalized extreme value distribution Statistics Estimation theory Estimator

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