Estimating the variability of the Stein estimator by bootstrap

DOI10.1016/0165-1765(91)90225-AzbMath0800.62390OpenAlexW2094974899MaRDI QIDQ1184759

Gang Yi

Publication date: 28 June 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90225-a

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (1)

MSE performance of the weighted average estimators consisting of shrinkage estimators

Cites Work

• Bootstrapping regression models
• Bootstrap methods: another look at the jackknife
• A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
• On the Admissibility of Invariant Estimators of One or More Location Parameters
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