Least squares, preliminary test and Stein‐type estimation in general vector <i>AR</i>(<i>p</i>) models (Q4493437)
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scientific article; zbMATH DE number 1484701
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| English | Least squares, preliminary test and Stein‐type estimation in general vector <i>AR</i>(<i>p</i>) models |
scientific article; zbMATH DE number 1484701 |
Statements
Least squares, preliminary test and Stein‐type estimation in general vector <i>AR</i>(<i>p</i>) models (English)
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29 March 2001
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asymptotic bias
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asymptotic distributional risk
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shrinkage estimators
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preliminary test estimators
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local alternatives
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vector autoregressive process
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multivariate least square estimation
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0.8100048303604126
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0.7971457839012146
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0.7767750024795532
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0.7767750024795532
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