SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
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Publication:4828901
DOI10.1081/STA-120015018zbMath1051.62062MaRDI QIDQ4828901
Alan T. K. Wan, Virendra K. Srivastava
Publication date: 26 November 2004
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
RiskMonte-Carlo simulationBiasMean squared errorQuadratic lossLarge sample asymptoticsSeemingly unrelated regression
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05) Admissibility in statistical decision theory (62C15)
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