Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory (Q3497102)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory |
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Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory (English)
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1990
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Shrinkage estimation
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stochastic dominance
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loss functions
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shrinkage factor interval
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Gaussian
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unbiased estimators
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minimum MSE criterion
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unbiased linear projections
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neoclassical macroeconomic models
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biased expectations
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