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

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scientific article; zbMATH DE number 7192694
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PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables
scientific article; zbMATH DE number 7192694

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    PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (English)
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    23 April 2020
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    shrinkage estimator
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    positive-part estimator
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    predictive mean squared error
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    dominance
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