Stein-rule estimation under an extended balanced loss function

DOI10.1080/00949650802258562zbMath1179.62080OpenAlexW2009650208MaRDI QIDQ3401439

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Publication date: 29 January 2010

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

Full work available at URL: https://doi.org/10.1080/00949650802258562

zbMATH Keywords

Stein-rule estimatorordinary least squares estimatorlinear regression modelbalanced loss functionnon-normal disturbances

Mathematics Subject Classification ID

Related Items (10)

Feasible generalized Stein-rule restricted ridge regression estimators ⋮ A Note on the Comparison of the Stein Estimator and the James-Stein Estimator ⋮ Risk performance of some shrinkage estimators ⋮ On the performance of the poisson and the negative binomial ridge predictors ⋮ Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function ⋮ Shrinkage estimation in spatial autoregressive model ⋮ Simultaneous estimation of several CDF’s: homogeneity constraint ⋮ Improved ridge regression estimators for the logistic regression model ⋮ The optimal extended balanced loss function estimators ⋮ Unnamed Item

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