Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
From MaRDI portal
Publication:1126137
DOI10.1016/0167-7152(95)00173-5zbMath0861.62055OpenAlexW2078431233MaRDI QIDQ1126137
Publication date: 27 April 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00173-5
Related Items (8)
Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion ⋮ ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION ⋮ On a class of linear regression methods ⋮ Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors ⋮ Stein estimation -- a review ⋮ An Appreciation of Balanced Loss Functions Via Regret Loss ⋮ Inadmissibility of the Stein-rule estimator under the balanced loss function ⋮ On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An approach to improving the James-Stein estimator
- Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
- Improved estimation of the disturbance variance in a linear regression model
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Improving the James-Stein estimator using the Stein variance estimator
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Pre-testing in a mis-specified regression model
This page was built for publication: Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
