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