Stein-type shrinkage estimators in gamma regression model with application to prostate cancer data

Saumen Mandal1, Reza Arabi Belaghi2, Akram Mahmoudi2

  • 1Department of Statistics, University of Manitoba, Winnipeg, Canada.

Summary

New Stein-type shrinkage estimators (SEs) improve coefficient estimation in gamma regression, outperforming maximum likelihood (ML) estimators. These advancements are validated through simulations and applied to prostate cancer data analysis.

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