On contractions in linear regression
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JΓΌrgen Gross
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Article
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1998
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Elsevier Science
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English
β 89 KB
In this paper we demonstrate how the concept of a contractive matrix plays its role in linear regression. We review some well-known facts on the outperformance of the ordinary least-squares estimator and combine these with some new results on admissibility of estimators. Moreover, results on linear