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Published in 2019 at "Statistics and Computing"
DOI: 10.1007/s11222-017-9792-0
Abstract: We propose methods to construct a biased linear estimator for linear regression which optimizes the relative mean squared error (MSE). Although there have been proposed biased estimators which are shown to have smaller MSE than…
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Keywords:
relative mean;
squared error;
minimization relative;
mean squared ... See more keywords