Improved estimation in a multivariate regression model (Q1361508)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Improved estimation in a multivariate regression model |
scientific article; zbMATH DE number 1039166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation in a multivariate regression model |
scientific article; zbMATH DE number 1039166 |
Statements
Improved estimation in a multivariate regression model (English)
0 references
31 August 1997
0 references
shrinkage preliminary test estimator
0 references
multivariate normal regression model
0 references
bias and risk function
0 references
risk relative efficiency
0 references
size of the tests
0 references
0 references
0.94521236
0 references
0.91880107
0 references
0 references
0 references
0.9135996
0 references
0 references