Mean squared error matrix comparisons between biased estimators — An overview of recent results (Q3482718)

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Mean squared error matrix comparisons between biased estimators — An overview of recent results
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    Mean squared error matrix comparisons between biased estimators — An overview of recent results (English)
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    1990
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    ridge estimation
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    overview of recent results
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    mean squared error marix comparisons
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    competing biased estimators
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    Euclidean space
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    restricted least squares estimation
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