An analytical shrinkage estimator for linear regression (Q2112282)
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scientific article; zbMATH DE number 7640063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytical shrinkage estimator for linear regression |
scientific article; zbMATH DE number 7640063 |
Statements
An analytical shrinkage estimator for linear regression (English)
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10 January 2023
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linear regression
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prediction error
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shrinkage
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out-of-sample
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0.9242033
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0.9148398
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0.9117229
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0.8955928
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0.8949082
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