scientific article; zbMATH DE number 224172

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zbMath0768.62071MaRDI QIDQ5286557

David M. Nickerson, Ishwar V. Basawa

Publication date: 29 June 1993

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

zbMATH Keywords

linear model asymptotic efficiency simulation results shrinkage estimator super-efficiency least squares estimator autocorrelation correlated errors asymptotic risk error covariance matrix regression parameter first order autoregressive process empirical Bayes estimator Stein identity periodic means model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (1)

Empirical Bayes prediction for a mixed linear model with autoregressive errors

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