A Comparison of james–sten regression with least squares in the pitman nearness sense

DOI10.1080/00949658908811202zbMath0726.62118OpenAlexW1988418035MaRDI QIDQ3350546

Veronica Czitrom, Jerome P. Keating

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811202

zbMATH Keywords

James-Stein estimatorleast squares estimatormultiple linear regressionPitman nearnessRao's noncentral F

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (12)

THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS ⋮ Pitman nearness in statistical estimation. A panel discussion on recent developments ⋮ Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion ⋮ Improved estimation under Pitman's measure of closeness ⋮ A Summary of Some Research on PC and Bayesian PC Criterion in China ⋮ Estimation of an exponential quantile under pitman's measure of closeness ⋮ PMC theorems on PCR-ridge class estimators ⋮ Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables ⋮ The Superiorities of Bayes Linear Minimum Risk Estimation in Linear Model ⋮ A comparison of biased regression estimators using a pitman nearness criterion ⋮ Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted ⋮ Performance of the 2SHI estimator under the generalised pitman nearness criterion

Cites Work

• Unnamed Item
• How Much Does Stein Estimation Help in Multiple Linear Regression?
• Ridge Regression and James-Stein Estimation: Review and Comments
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• The pitman nearness criterion and its determination
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• On Inverse Estimation in Linear Regression

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