The approximate distribution function of the Stein-rule estimator
From MaRDI portal
Publication:356652
DOI10.1016/0165-1765(82)90070-2zbMath1268.62021OpenAlexW2137630318MaRDI QIDQ356652
Publication date: 26 July 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(82)90070-2
Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)
Related Items (5)
A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator ⋮ Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression ⋮ The exact distribution of the Stein-rule estimator ⋮ The sampling distribution of shrinkage estimators and their F-ratios in the regression model ⋮ The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.
Cites Work
This page was built for publication: The approximate distribution function of the Stein-rule estimator
