ImpShrinkage

Improved Shrinkage Estimations for Multiple Linear Regression

CRAN Package

A variety of improved shrinkage estimators in the area of statistical analysis: unrestricted; restricted; preliminary test; improved preliminary test; Stein; and positive-rule Stein. More details can be found in chapter 7 of Saleh, A. K. Md. E. (2006) .


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