PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729): Difference between revisions

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+Q3237829
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+Q3185327
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+A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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+SHRINKAGE EFFICIENCY BOUNDS
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+Stein-like 2SLS estimator
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+Efficient shrinkage in parametric models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+The Risk of James–Stein and Lasso Shrinkage
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+The Adaptive Lasso and Its Oracle Properties
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+Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
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+PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION  MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
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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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+Relative Asymptotic Bias from Errors of Omission and Measurement
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+A Note on the Use of Proxy Variables
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+Dropping variables versus use of proxy variables in linear regression
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+PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
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+Double k-Class Estimators of Coefficients in Linear Regression
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+Q129614658
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