Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated

Author: Namba Akio   Ohtani Kazuhiro  

Publisher: Taylor & Francis Ltd

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.80, Iss.3, 2010-03, pp. : 255-262

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Abstract