SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4828901): Difference between revisions

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Revision as of 18:36, 5 March 2024

scientific article; zbMATH DE number 2119530
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SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
scientific article; zbMATH DE number 2119530

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    SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (English)
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    26 November 2004
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    Bias
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    Large sample asymptotics
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    Quadratic loss
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    Risk
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    Mean squared error
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    Monte-Carlo simulation
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    Seemingly unrelated regression
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