MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated (Q2340390): Difference between revisions

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+https://doi.org/10.1007/s00362-014-0586-6
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+W1975396838
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+A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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+Q4766420
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+Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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+Q3185327
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+Q4178373
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+Q3806648
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+PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted.
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+On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
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+Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
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+Dominance of the positive-part version of the James-Stein estimator
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+Minimum mean squared error estimation of each individual coefficient in a linear regression model
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+The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.
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+Precision of individual estimators in simultaneous estimation of parameters
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+Q3237829
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+Small sample properties of a ridge regression estimator when there exist omitted variables
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+On the sampling distribution of improved estimators for coefficients in linear regression
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