PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729)

From MaRDI portal
scientific article; zbMATH DE number 7192694
Language Label Description Also known as
English
PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables
scientific article; zbMATH DE number 7192694

    Statements

    PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (English)
    0 references
    0 references
    0 references
    23 April 2020
    0 references
    0 references
    shrinkage estimator
    0 references
    positive-part estimator
    0 references
    predictive mean squared error
    0 references
    dominance
    0 references
    0 references