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A new class of efficient and debiased two-step shrinkage estimators: method and application
This paper introduces a new class of efficient and debiased two-step shrinkage estimators for a linear regression model in the presence of multicollinearity. We derive the proposed estimators’ mean square error and define the necessary and sufficient conditions for superiority over the existing esti...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Taylor & Francis
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9639496/ https://www.ncbi.nlm.nih.gov/pubmed/36353298 http://dx.doi.org/10.1080/02664763.2021.1973389 |