Improved estimation under collinearity and squared error loss (Q581970)
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English | Improved estimation under collinearity and squared error loss |
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Improved estimation under collinearity and squared error loss (English)
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1990
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linear regression
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Stein rules
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empirical Bayes estimators
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general linear statisial model
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collinearity
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deleting principal components
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unbiased estimator of risk
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squared error measure
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