On an adjustment of degrees of freedom in the minimim mean squared error ertimator
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Publication:3125800
DOI10.1080/03610929608831885zbMath0900.62361OpenAlexW2073909383MaRDI QIDQ3125800
Publication date: 20 March 1997
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831885
Stein-rule estimatorMSEpositive-part Stein-rule estimatorminimum MSE estimatoradjustment of degrees of freedom
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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