A brief review of shrinkage estimation of a multivariate normal mean with extension to multiple linear regression (Q3514545)
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scientific article; zbMATH DE number 5302839
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| English | A brief review of shrinkage estimation of a multivariate normal mean with extension to multiple linear regression |
scientific article; zbMATH DE number 5302839 |
Statements
21 July 2008
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loss function
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prediction mean squared error (PMSE)
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risk function
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0.798948347568512
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0.7572779059410095
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0.7436842918395996
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