Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints

DOI10.1016/0304-4076(85)90157-5zbMath0595.62061OpenAlexW1967913997MaRDI QIDQ1077848

Ron C. Mittelhammer

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90157-5

zbMATH Keywords

Stein-rule estimatorrelative riskBLUEquadratic lossgeneral linear modelconfidence interval procedurequadratic risk dominationrestricted least squares estimatorsrestricted regression analysisrisk gain optimal parameter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (2)

STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES ⋮ Risk characteristics of a Stein-like estimator for the probit regression model

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of parameters in a linear model
• On the admissibility of restricted least squares estimators
• A note on estimating the common mean of k normal distributions and the stein problem
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

This page was built for publication: Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints