scientific article; zbMATH DE number 1192564

zbMATH Open0901.62084MaRDI QIDQ3842971FDOQ3842971

Authors: Anoop Chaturvedi, Alan T. K. Wan 

Publication date: 2 December 1998

Title of this publication is not available (Why is that?)

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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)

Cited In (6)

• Stein estimation -- a review
• Stein rule prediction of the composite target function in a general linear regression model
• A class of Stein-rules in multivariate regression model with structural changes
• A Stein-rule method for pooling data
• Title not available (Why is that?)
• Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors

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