PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (Q1423165)
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English | PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. |
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PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. (English)
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14 February 2004
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Positive-part estimator
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Predictive mean squared error
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Dominance
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