Detail

Shrinkage estimators for prediction out-of-sample: Conditional performance.

Author(s)
Nina Senitschnig, Hannes Leeb
Organisation(s)
Department of Statistics and Operations Research
Journal
Communications in Statistics - Theory and Methods
Volume
42
Pages
1246
No. of pages
1264
Publication date
02-2013
Peer reviewed
Yes
Austrian Fields of Science 2012
101018 Statistics
Portal url
https://ucrisportal.univie.ac.at/en/publications/shrinkage-estimators-for-prediction-outofsample-conditional-performance(3e7bd14f-5dde-4d6a-822e-53cdbd567f9f).html