List of Symbols
- matrices and vectors
- transpose of a vector or a matrix
- expectation of a random variable
- variance of a random variable
- diagonal matrix
- trace of a matrix
- real numbers
- response vector
- design matrix
- vector of unknown regression parameters
- least squares estimator
- restricted least squares estimator
- preliminary test least squares estimator
- James–Stein‐type least squares estimator
- positive‐rule James–Stein‐type least squares estimator
- error term
- ridge regression estimator
- restricted ridge regression estimator
- preliminary test ridge regression estimator
- James–Stein‐type ridge regression estimator
- positive‐rule James–Stein‐type ridge regression estimator
- generalized ridge regression estimator
- shrinkage estimator of the location parameter
- LASSO estimator of the location parameter
- modified LASSO estimator of the location parameter
- generalized least squares estimator
- restricted generalized least squares estimator
- preliminary test generalized least squares estimator
- James–Stein‐type generalized least squares estimator
- positive‐rule James–Stein‐type generalized least squares estimator
‐estimator
- restricted
‐estimator 
- preliminary test
‐estimator 
- James–Stein‐type
‐estimator 
- positive‐rule James–Stein‐type
‐estimator 
‐estimator
- restricted
‐estimator 
- preliminary test
‐estimator 
- James–Stein‐type
‐estimator 
- positive‐rule James–Stein‐type
‐estimator 
- bias expression of an estimator
‐risk function of an estimator
- c.d.f. of a standard normal distribution
- c.d.f of a chi‐square distribution with
d.f. and noncentrality parameter 
- c.d.f. of a noncentral
distribution with 
d.f. and noncentrality parameter 
- indicator function
- identity matrix of order
- normal distribution with mean
and variance 
‐variate normal distribution with mean 
and covariance 
- noncentrality parameter
- covariance matrix of an estimator
- sign function
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