Finite sample moments of a bootstrap estimator of the james-stein rule
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Publication:4031296
DOI10.1080/07474939208800230zbMath0850.62537OpenAlexW2037863104MaRDI QIDQ4031296
Publication date: 1 April 1993
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939208800230
Related Items (4)
Estimating the error variance after a pre-test for an interval restriction on the coefficients ⋮ Bootstrapping estimators for the seemingly unrelated regressions model ⋮ Prior information in regression: to choose or not to choose? ⋮ Bootstrap confidence bands for shrinkage estimators
Cites Work
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- On assessing the precision of Stein's estimator
- An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
- Some asymptotic theory for the bootstrap
- Estimated sampling distributions: The bootstrap and competitors
- Jackknife, bootstrap and other resampling methods in regression analysis
- The exact distribution of the Stein-rule estimator
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Application of Pre-Test and Stein Estimators to Economic Data
- Small sample performance of jackknife confidence intervals for the james-stein estimator
- Refining Bootstrap Simultaneous Confidence Sets
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