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  • Search: subject:"data dependent shrinkage vector"
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Year of publication
Subject
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Stein-like shrinkage 2 asymptotic and finite sample risk 2 data dependent shrinkage vector 2 ill-conditioned design 2 quadratic loss 2 semiparametric estimation and inference 2 Cl0 1 Research Methods/ Statistical Methods 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 1 Undetermined 1
Author
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Judge, George G. 2 Mittelhammer, Ron C 1 Mittelhammer, Ronald C. 1
Institution
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Department of Agricultural and Resource Economics, University of California-Berkeley 1
Published in...
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Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1
Source
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BASE 1 RePEc 1
Showing 1 - 2 of 2
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A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss
Judge, George G.; Mittelhammer, Ronald C. - 2003
When there is uncertainty concerning the appropriate statistical model to use in representing the data sampling process and corresponding estimators, we consider a basis for optimally combining estimation problems. In the context of the multivariate linear statistical model, we consider a...
Persistent link: https://www.econbiz.de/10009442593
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Cover Image
A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss
Judge, George G.; Mittelhammer, Ron C - Department of Agricultural and Resource Economics, … - 2003
When there is uncertainty concerning the appropriate statistical model to use in representing the data sampling process and corresponding estimators, we consider a basis for optimally combining estimation problems. In the context of the multivariate linear statistical model, we consider a...
Persistent link: https://www.econbiz.de/10010537488
Saved in:
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