A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model (Q4960663)
From MaRDI portal
scientific article; zbMATH DE number 7192645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model |
scientific article; zbMATH DE number 7192645 |
Statements
A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model (English)
0 references
23 April 2020
0 references
preliminary test estimator
0 references
shrinkage estimator
0 references
mean squared error
0 references
positive-part estimator
0 references
0 references
0 references
0 references
