Application of shrinkage estimation in linear regression models with autoregressive errors (Q5222289)
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scientific article; zbMATH DE number 7184575
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| English | Application of shrinkage estimation in linear regression models with autoregressive errors |
scientific article; zbMATH DE number 7184575 |
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Application of shrinkage estimation in linear regression models with autoregressive errors (English)
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1 April 2020
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shrinkage estimators
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autoregressive errors
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adaptive Lasso
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asymptotic distributional bias and risk
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Monte Carlo simulation
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likelihood ratio test
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0.8224712610244751
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0.804138720035553
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0.7923327684402466
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0.7856147885322571
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