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The exact risks of some pre-test and stein-type regression estimators umder balanced loss

In regression analysis we are often interested in using an estimator which is ?precise? and which simultaneously provides a model with ?good fit?, In this paper we consider the risk properties of several estimators of the regression coefficient vector "trader ?balanced?

出版机构:Taylor & Francis

刊物名称:Communication in Statistics- Theory and Methods

出版时间:1966

ISSN:0361-0926

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