Pre-test double \(k\)-class estimators in linear regression

DOI10.1016/S0378-3758(99)00197-4zbMath0951.62054MaRDI QIDQ1577329

Kazuhiro Ohtani

Publication date: 20 November 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Stein-rule estimatorminimum mean squared error estimatordouble k-class estimatorspredictive mean-squared error

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items

PMSE performance of two different types of preliminary test estimators under a multivariate t error term, MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression, Double \(k\)-class estimators in regression models with non-spherical disturbances, Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model

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