On preliminary test and shrinkage estima
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Kanchan Mukherjee
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Article
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1998
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Elsevier Science
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English
โ 488 KB
This paper discusses the problem of estimating a subset of parameters when the complementary subset is possibly redundant, in a linear regression model when the errors are generated from a long-memory process. Such a model arises due to the overmodelling of a situation involving long-memory data. Al