IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR (Q2762249)

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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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