scientific article; zbMATH DE number 3967722

MaRDI QIDQ3734906zbMATH OpenFDO

Authors Paul Friedrich Müller

Publication date 1984

zbMATH Keywords

Bayesian estimatorsdecision theoryestimationgeneralized Stein rulesJames-Stein estimatorslinear econometric modelsnumerical stabilityRidge regressionstochastic regressorstime series analysisweighted quadratic loss

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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