Predictive efficiency of improved estimators in restricted regression models

DOI10.1007/BF02562630zbMath0844.62050MaRDI QIDQ1914743

Yanyan Li

Publication date: 23 June 1996

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

predictionStein-rule estimatorspredictive efficiencyordinary least squaresrisksimproved estimatorsexact prior informationexact prior restrictions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

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

Cites Work

• Comparison of k-Class Estimators When the Disturbances Are Small
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