Pages that link to "Item:Q5928228"
From MaRDI portal
The following pages link to MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms (Q5928228):
Displaying 3 items.
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899) (← links)
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression (Q1582368) (← links)
- Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small (Q4275843) (← links)