A generalized class of shrinkage estimators in linear regression when disturbances are not normal (Q4843703): Difference between revisions

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Latest revision as of 15:17, 23 May 2024

scientific article; zbMATH DE number 787030
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English
A generalized class of shrinkage estimators in linear regression when disturbances are not normal
scientific article; zbMATH DE number 787030

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    A generalized class of shrinkage estimators in linear regression when disturbances are not normal (English)
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    17 August 1995
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    linear regression model
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    small-\(\sigma\) asymptotic
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    class of estimators
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    efficient estimators
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    risk
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