A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q4960663)
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scientific article; zbMATH DE number 7192645
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| English | A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model |
scientific article; zbMATH DE number 7192645 |
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A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model (English)
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23 April 2020
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preliminary test estimator
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shrinkage estimator
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mean squared error
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positive-part estimator
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