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

DOI10.1080/00949655.2018.1448982OpenAlexW2790140953MaRDI QIDQ4960663

Akio Namba, Hai-Feng Xu

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1448982

zbMATH Keywords

mean squared errorshrinkage estimatorpreliminary test estimatorpositive-part estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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