Adaptive GMM Shrinkage Estimation with Consistent Moment Selection

2012 ◽  
Author(s):  
Zhipeng Liao
Keyword(s):  
Shrinkage Estimation ◽  
Moment Selection

scholarly journals Nonlinear shrinkage estimation of large integrated covariance matrices

Biometrika ◽  
2017 ◽  
Vol 104 (2) ◽  
pp. 481-488 ◽  
Author(s):  
Clifford Lam ◽  
Phoenix Feng ◽  
Charlie Hu
Keyword(s):  
Covariance Matrices ◽  
Shrinkage Estimation ◽  
Integrated Covariance

scholarly journals Shrinkage estimation of varying covariate effects based on quantile regression

2013 ◽  
Vol 24 (5) ◽  
pp. 853-869 ◽  
Author(s):  
Limin Peng ◽  
Jinfeng Xu ◽  
Nancy Kutner
Keyword(s):  
Quantile Regression ◽  
Shrinkage Estimation ◽  
Covariate Effects

Shrinkage Estimation for a Dynamic Input-Output Linear Model

2020 ◽  
pp. 249-266
Author(s):  
Young-Won Kim ◽  
David M. Nickerson ◽  
I.V. Basawa
Keyword(s):  
Linear Model ◽  
Shrinkage Estimation ◽  
Input Output
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