A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model

DOI10.1016/0167-7152(94)90183-XzbMath0791.62074OpenAlexW1987215430MaRDI QIDQ1324553

V. Pereyra

Publication date: 24 May 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90183-x

zbMATH Keywords

Stein-rule estimatorleast squares estimatormultiple linear regressionfeasible minimum risk estimatorgeneral convex loss function

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (1)

An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression

Cites Work

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