Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory (Q3497102)
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scientific article; zbMATH DE number 4169936
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| English | Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory |
scientific article; zbMATH DE number 4169936 |
Statements
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory (English)
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1990
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Shrinkage estimation
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stochastic dominance
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loss functions
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shrinkage factor interval
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Gaussian
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unbiased estimators
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minimum MSE criterion
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unbiased linear projections
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neoclassical macroeconomic models
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biased expectations
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0.7826511263847351
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0.7767752408981323
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0.7634569406509399
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0.7592286467552185
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