Shrinkage estimators     are unbiased.     are BLUE (i.e. Best Linear Unbiased Estimator).     in general have a causal interpretation.     shrink the estimator.

Macroeconomics
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ISBN:9781337617390
Author:Roger A. Arnold
Publisher:Roger A. Arnold
Chapter1: What Economics Is About
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Shrinkage estimators

   

are unbiased.

   

are BLUE (i.e. Best Linear Unbiased Estimator).

   

in general have a causal interpretation.

   

shrink the estimator.

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