Improved estimation under collinearity and squared error loss (Q581970)
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scientific article; zbMATH DE number 4129827
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation under collinearity and squared error loss |
scientific article; zbMATH DE number 4129827 |
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Improved estimation under collinearity and squared error loss (English)
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1990
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linear regression
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Stein rules
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empirical Bayes estimators
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general linear statisial model
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collinearity
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deleting principal components
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unbiased estimator of risk
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squared error measure
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0.87971914
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0.87774646
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0.87091637
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0.86745036
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0.86605513
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0.86067533
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