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
Language | Label | Description | Also known as |
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English | 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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