On a generalized stein estimator of regression coefficients

DOI10.1080/03610928808829710zbMath0647.62064OpenAlexW2086455314MaRDI QIDQ3792086

Balakrishna S. Hosmane

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829710

zbMATH Keywords

asymptotic propertiesbiasordinary least squares estimatormean square error matrixgeneralized Stein estimator of regression coefficientssmall disturbance approximations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

On a class of shrinkage estimators of vector of regression coefficients the ⋮ Modified Generalized Stein Estimator of Regression Coefficients ⋮ Length modified ridge regression

Cites Work

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• Minimum average risk estimators for coefficients in linear models
• A note on minimum average risk estimators for coefficients in linear models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Comparison of k-Class Estimators When the Disturbances Are Small
• Linear Statistical Inference and its Applications

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