Mean square error matrix superiority of Empirical Bayes Estimators under misspecification

L. Wei and G. Trenkler

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1995, vol. 4, issue 1, 187-205

Keywords: Linear regression; Empirical bayes estimator; Mean square error matrix comparison; Prediction (search for similar items in EconPapers)
Date: 1995
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DOI: 10.1007/BF02563109

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