Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors (Q5133604)
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scientific article; zbMATH DE number 7272464
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| English | Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors |
scientific article; zbMATH DE number 7272464 |
Statements
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors (English)
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10 November 2020
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Stein-rule
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shrinkage
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risk
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variance-bias tradeoff
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ordinary least squares (OLS) estimator
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principal components
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0.7786390781402588
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0.7525033354759216
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0.7520828247070312
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0.7468719482421875
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