Application of shrinkage estimation in linear regression models with autoregressive errors
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Publication:5222289
DOI10.1080/00949655.2014.971326OpenAlexW1991840952MaRDI QIDQ5222289
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Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2014.971326
likelihood ratio testMonte Carlo simulationshrinkage estimatorsadaptive Lassoautoregressive errorsasymptotic distributional bias and risk
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Cites Work
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