A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model
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Publication:1324553
DOI10.1016/0167-7152(94)90183-XzbMath0791.62074MaRDI QIDQ1324553
Publication date: 24 May 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90183-x
Stein-rule estimator; least squares estimator; multiple linear regression; feasible minimum risk estimator; general convex loss function
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