MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression
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Publication:1582368
DOI10.1016/S0378-3758(00)00095-1zbMath0954.62087MaRDI QIDQ1582368
Publication date: 18 February 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
numerical results; mean squared error; Stein-rule estimator; dominance; positive-part Stein-rule estimator; 2SHI estimator; pre-test 2SHI estimator
62J07: Ridge regression; shrinkage estimators (Lasso)
62C15: Admissibility in statistical decision theory
Cites Work
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