IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR (Q2762249)
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English | IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR |
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IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR (English)
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2001
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ridge regression
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MSE dominance condition
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HKB estimator
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positive-part Stein-rule estimator
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predictive mean squared error
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