Business & Economics Books:

Shrinkage Estimation of a Linear Regression

Model in Econometrics

Format

Hardback

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Shrinkage Estimation of a Linear Regression by Kazuhiro Ohtani
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Description

This book deals with shrinkage regression estimators obtained by shrinking the ordinary least squares (OLS) estimator towards the origin. The author's main concern is to compare the sampling properties of a family of Stein-rule estimators with those of a family of minimum mean squared error estimators. In this book, the author deals with shrinkage regression estimators obtained by shrinking the ordinary least squares (OLS) estimator towards the origin. In particular, he deals with a family of Stein-rule (SR) estimators and a family of minimum mean squared error (MMSE) estimators.

Author Biography

Kazuhiro Ohtani
Release date NZ
June 1st, 2000
Country of Publication
United States
Illustrations
tables & charts
Imprint
Nova Biomedical
Pages
162
ISBN-13
9781560728740
Product ID
2245645

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