scientific article; zbMATH DE number 1192564

MaRDI QIDQ3842971zbMATH OpenFDO

Authors Anoop Chaturvedi, Alan T. K. Wan

Publication date 2 December 1998

zbMATH Keywords

riskordinary least squares estimatorquadratic lossAR(1) modellagged dependent variableStein-rule estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• A class of Stein-rules in multivariate regression model with structural changes
• A Stein-rule method for pooling data
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