Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances (Q2003014)
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scientific article; zbMATH DE number 7080477
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| English | Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances |
scientific article; zbMATH DE number 7080477 |
Statements
Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances (English)
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12 July 2019
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linear regression model
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Stein-rule estimator
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ordinary least squares estimator
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mean squared error matrix
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0.8251609206199646
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0.8161652684211731
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0.7987474799156189
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0.7981510758399963
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