A simulation study of some shrinkage estimators

MaRDI QIDQ5435071zbMATH OpenFDO

Authors Meral Ebegil, Fikri Gokpinar, Müslim Ekni

Publication date 14 January 2008

zbMATH Keywords

central-F approximationslinear admissible estimatorsmean square error

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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