ImpShrinkage

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Improved Shrinkage Estimations for Multiple Linear Regression

Danial Mazarei, Mina Norouzirad, Ricardo Moura

Last update: 21 June 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.0

A variety of improved shrinkage estimators in the area of statistical analysis: unrestricted; restricted; preliminary test; improved preliminary test; Stein; and positive-rule Stein. More details can be found in chapter 7 of Saleh, A. K. Md. E. (2006) <ISBN: 978-0-471-56375-4>.





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