首页   按字顺浏览 期刊浏览 卷期浏览 A test of the mean square error criterion for shrinkage estimators
A test of the mean square error criterion for shrinkage estimators

 

作者: Erkki P. Liski,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1982）
卷期: Volume 11, issue 5  

页码: 543-562

 

ISSN:0361-0918

 

年代: 1982

 

DOI:10.1080/03610918208812274

 

出版商: Marcel Dekker, Inc.

 

关键词: linear admissible estimators;central-F approximations;ridge regression;simulation

 

数据来源: Taylor

 

摘要:

A test for choosing between a shrinkage estimator and the least squares estimator is described and a central-F approximation to the test statistic is considered. An example from the literature was analysed using the test procedure proposed here. The power of the test was studied by means of simulation.

 

点击下载:  PDF (567KB)



返 回