
Risk properties of a Stein-like estimator for multinomial choice models
Author(s) -
Vera Alexandrova Tabakova
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.2216
Subject(s) - estimator , mean squared error , mathematics , statistics , minimax estimator , econometrics , minimum mean square error , multinomial logistic regression , multinomial distribution , shrinkage estimator , minimum variance unbiased estimator