An, Lihua; Nkurunziza, Sévérien; Fung, Karen Y.; … - In: Computational Statistics & Data Analysis 53 (2009) 7, pp. 2537-2549
We propose a James-Stein-type shrinkage estimator for the parameter vector in a general linear model when it is suspected that some of the parameters may be restricted to a subspace. The James-Stein estimator is shown to demonstrate asymptotically superior risk performance relative to the...