Abbreviations and Acronyms
- ADB
- asymptotic distributional bias
- ADR
- asymptotic distributional risk
- ANOVA
- analysis of variance
- ARRE
- adaptive ridge regression estimator
- BLUE
- best linear unbiased estimator
- c.d.f
- cumulative distribution function
- D.F.
- degrees of freedom
- DP
- diagonal projection
- Eff
- Efficiency
- GCV
- generalized cross validation
- GRRE
- generalized ridge regression estimator
- HTE
- hard threshold estimator
- LASSO
- least absolute shrinkage and selection operator
- LSE
- least squares estimator
- MLASSO
- modified least absolute shrinkage and selection operator
- MLE
- maximum likelihood estimator
- MSE
- mean squared error
- p.d.f.
- probability density function
- PLM
- partially linear regression
- PLS
- penalized least squares
- PRSE
- positive‐rule Stein‐type estimator
- PTE
- preliminary test estimator
- REff
- relative efficiency
- RHS
- right‐hand side
- RLSE
- restricted least squares estimator
- RRE
- ridge regression estimator
- RSS
- residual sum of squares
- SE
- Stein‐type estimator
- STE
- soft threshold estimator
- SVD
- singular value decomposition
- VIF
- variance inflation factor
- w.r.t.
- with respect to
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