To Örebro University

oru.seÖrebro University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Shrinkage Estimation of the Intercept Parameter in Linear Regression
Department of Economics and Statistics, School of Business and Economics, Linnaeus University, Växjö, Sweden.
Department of Mathematics, Faculty of Technology, Linnaeus University, Växjö, Sweden.
Örebro University, Örebro University School of Business. Department of Economics and Statistics, School of Business and Economics, Linnaeus University, Växjö, Sweden.ORCID iD: 0000-0002-1395-9427
2024 (English)In: Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid / [ed] Sven Knoth; Yarema Okhrin; Philipp Otto, Cham: Springer, 2024, p. 279-293Chapter in book (Refereed)
Abstract [en]

It is well known that the slope parameters in the linear regression model may be subject to high sampling variance when the regressors are non-orthogonal. A vast number of ridge and shrinkage estimators have been proposed to yield improvements over ordinary least squares or maximum likelihood estimators. The intercept parameter, however, has been given very little attention in the context. We propose a number of intercept estimators for models with non-orthogonal regressors that are based on shrinkage techniques. The optimal values of shrinkage coefficients are obtained according to the minimum mean square error criterion. A good performance of proposed estimators is documented.

Place, publisher, year, edition, pages
Cham: Springer, 2024. p. 279-293
National Category
Economics Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-117043DOI: 10.1007/978-3-031-69111-9_14ISBN: 9783031691102 (print)ISBN: 9783031691133 (print)ISBN: 9783031691119 (electronic)OAI: oai:DiVA.org:oru-117043DiVA, id: diva2:1908067
Available from: 2024-10-24 Created: 2024-10-24 Last updated: 2024-10-25Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full text

Authority records

Mazur, Stepan

Search in DiVA

By author/editor
Mazur, Stepan
By organisation
Örebro University School of Business
EconomicsProbability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 35 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf