A Simulation Study of Alternatives to Ordinary Least Squares
作者： A. P. Dempster , Martin Schatzoff , Nanny Wermuth
DOI: 10.1080/01621459.1977.10479910
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摘要: … The two extremes in our list of procedures are OREG, or ordinary least squares, which does not shrink, and ZERO which achieves total shrinkage by setting all estimated regression …
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