A minimum mean squared error semiparametric combining estimator

DOI10.1108/S0731-9053(2012)0000029008MaRDI QIDQ5133575zbMATH OpenFDO

Authors George G. Judge, Ron C. Mittelhammer

Publication date 10 November 2020

Published in Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/S0731-9053(2012)0000029008

zbMATH Keywords

disequilibrium economic processesestimator combinationindirect noisy observationsquadratic losssemiparametric estimation and inferenceStein-like shrinkage

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20)

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