scientific article; zbMATH DE number 224172
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.
linear modelasymptotic efficiencysimulation resultsshrinkage estimatorsuper-efficiencyleast squares estimatorautocorrelationcorrelated errorsasymptotic riskerror covariance matrixregression parameterfirst order autoregressive processempirical Bayes estimatorStein identityperiodic means model
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)
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