scientific article; zbMATH DE number 3614055

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zbMath0395.62078MaRDI QIDQ4178373

George G. Judge, Mary Ellen Bock

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Econometrics Bayesian Inference Monte Carlo Experiments Squared Error Loss Estimators Maximum Likelihood Estimators Linear Models Decision Theory Approach Hypothesis Testing Procedures Orthonormal Type of Statistical Model Risk Matrix Criterion Sampling Theory Stein-Rule Estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical methods; economic indices and measures (91B82)

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