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Stein-rule least squares estimation: A heuristic for fallible data

โœ Scribed by T.D. Stanley


Book ID
116100041
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
292 KB
Volume
20
Category
Article
ISSN
0165-1765

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๐Ÿ“œ SIMILAR VOLUMES


Forecasting from fallible data: Correcti
โœ T. D. Stanley ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 685 KB

In the presence of fallible data, standard estimation and forecasting techniques are biased and inconsistent. Surprisingly, the magnitude of this bias tends to increase, arid not diminish, in time series applications as more observations become available. A solution to this ever-present problem, Ste