Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model |
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Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (English)
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6 March 2014
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bias
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dominance
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elliptically contoured distribution
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James and Stein estimator
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Liu estimator
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preliminary test
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risk function
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shrinkage estimation
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