Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances (Q2003014)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances |
scientific article |
Statements
Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances (English)
0 references
12 July 2019
0 references
linear regression model
0 references
Stein-rule estimator
0 references
ordinary least squares estimator
0 references
mean squared error matrix
0 references
