Risk comparison of some shrinkage M-estimators in linear models (Q3426259)
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scientific article; zbMATH DE number 5132211
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| English | Risk comparison of some shrinkage M-estimators in linear models |
scientific article; zbMATH DE number 5132211 |
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Risk comparison of some shrinkage M-estimators in linear models (English)
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8 March 2007
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scale-equivariant M-estimators
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asymptotic distributional bias and risk
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Stein-type estimators
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local alternatives
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pretest estimators
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Monte-Carlo simulations
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0.8235450983047485
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0.809816837310791
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0.7980800271034241
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