Estimation of the signal-to-noise in the linear regression model (Q1580846)

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Estimation of the signal-to-noise in the linear regression model
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    Estimation of the signal-to-noise in the linear regression model (English)
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    18 February 2001
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    empirical relative efficiency
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    multicollinearity
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    plug-in strategies
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    ridge estimators
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    shrunken estimators
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    least squares
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    principal components
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    simulations
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    signal-to-noise
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