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Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory - MaRDI portal

Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominace Theory

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Publication:3497102

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DOI10.2307/2526841zbMath0711.62106OpenAlexW2115303723MaRDI QIDQ3497102

Richard A. Ashley

Publication date: 1990

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526841

zbMATH Keywords

Gaussian stochastic dominance unbiased estimators loss functions Shrinkage estimation biased expectations minimum MSE criterion neoclassical macroeconomic models shrinkage factor interval unbiased linear projections

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses

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