The exact mean squared error of Stein-rule estimator in linear models
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Publication:1099549
DOI10.1016/0378-3758(88)90110-3zbMath0638.62067OpenAlexW2004805684MaRDI QIDQ1099549
Shyamal Das Peddada, Parthasarathi Lahiri
Publication date: 1988
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(88)90110-3
linear modelellipsoidnon-normalleast squares estimatorinadmissibilityfractional operatorexact mean squared errorlinear combination of the regression vectorStein rule estimator
Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)
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