A case-by-case version of CB statistic in biased estimation

  • Published : 1991.11.01

Abstract

The $C_B$ statistic, a generalization of Mallows's $C_L$ statistic, is developed to determine the shrinkage parameter. Since not all cases in a data set play an equal role in forming $C_B$, a subdivision of $C_B$ into individual components for each case is developed. This subdivision is useful both as an aid in understanding $C_B$ and as a diagnostic procedure.

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