Mean square error matrix superiority of empirical Bayes estimators under misspecification
type: Item
instance of: scholarly article
title: Mean square error matrix superiority of empirical Bayes estimators under misspecification
zbMATH Open document ID: 0839.62005
DOI: 10.1007/BF02563109
author: Götz Trenkler
author: Laisheng Wei
published in: Test
publication date: 1996-03-17T00:00:00Z
Mathematics Subject Classification ID: 62C12
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 843675
zbMATH Keywords: prediction
zbMATH Keywords: empirical Bayes estimators
zbMATH Keywords: ordinary least squares estimator
zbMATH Keywords: matrix mean square error criterion
zbMATH Keywords: misspecified linear regression model
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02563109
OpenAlex ID: W2005592781
description: scientific article; zbMATH DE number 843675