Risk Properties of a Stein-Like Estimator for Multinomial Choice Models
Stein-rule estimators, also known as shrinkage estimators, combine sample and non-sample information in a way that improves the precision of the estimation process or the quality of subsequent predictions. A Stein-rule estimator is a weighted average of a restricted and an unrestricted estimator, wh...
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| Format: | Others |
| Language: | en |
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LSU
2005
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| Online Access: | http://etd.lsu.edu/docs/available/etd-01052005-021803/ |