Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
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Publication:1019428
DOI10.1007/s00362-007-0047-6zbMath1312.62126OpenAlexW1981942953MaRDI QIDQ1019428
Kazuhiro Ohtani, Alan T. K. Wan
Publication date: 2 June 2009
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-007-0047-6
Related Items (7)
Asymptotic Pitman's Relative Efficiency ⋮ A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted ⋮ Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors ⋮ Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables ⋮ Model selection and parameter estimation of a multinomial logistic regression model ⋮ Application of shrinkage estimation in linear regression models with autoregressive errors
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