Efficient estimation for time series following generalized linear models (Q5361200)
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scientific article; zbMATH DE number 6781086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation for time series following generalized linear models |
scientific article; zbMATH DE number 6781086 |
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Efficient estimation for time series following generalized linear models (English)
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27 September 2017
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asymptotic distributional bias
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asymptotic distributional risk
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partial likelihood
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pretest
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shrinkage
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James-Stein shrinkage
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pretest estimation methods
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