Hierarchical modeling allows for two appealing characteristics in shrinkage estimation. First, it leads to a more natural way of taking into account the uncertainty in the estimates than simply summarizing the result of each test in a p-value. Second, as the data are treated as exchangeable rather than independent, this allows for feedback as each data point informs the distributions of the res...

Linear-bilinear models, especially the additive main effects and multiplicative interaction (AMMI) model, are widely applicable to genotype-by-environment interaction (GEI) studies in plant breeding programs. These models allow a parsimonious modeling of GE interactions, retaining a small number of principal components in the analysis. However, one aspect of the AMMI model that is still debated...

In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...

In this paper, we derive two shrinkage estimators for the global minimum variance portfolio that dominate the traditional estimator with respect to the out-of-sample variance of the portfolio return. The presented results hold for any number of observations n ≥ d + 2 and number of assets d ≥ 4 . The small-sample properties of the shrinkage estimators as well as their large-sample properties for...

Abstract The present paper proposes shrinkage testimator(s) for the scale parameter for an exponential distribution. An important feature of the proposed testimator is that, it removes the arbitrariness in the choice of shrinkage factor (weights) by making it dependent on the test statistic. The risk properties of the proposed testimator(s) have been studied under asymmetric loss function. It h...

objective: potato is the fourth important food crop after wheat, rice and maize. shrinkage  of  food  materials  has  a negative  consequence  on  the  quality  of  the dehydrated product. the main objective pursued in this paper is to investigate the shrinkage amount of potato slices during drying process using vacuum-infrared method. methods: in this work, the effect of the infrared radiation...

This paper considers estimation of the slope parameter of the linear regression model with Student-t errors in the presence of uncertain prior information on the value of the unknown slope. Incorporating uncertain non-sample prior information with the sample data the unrestricted, restricted, preliminary test, and shrinkage estimators are defined. The performances of the estimators are compared...

Objective: Potato is the fourth important food crop after wheat, rice and maize. Shrinkage  of  food  materials  has  a negative  consequence  on  the  quality  of  the dehydrated product. The main objective pursued in this paper is to investigate the shrinkage amount of potato slices during drying process using vacuum-infrared method. Methods: In this work, the effect of the infrared radiation...