Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Double k-Class Estimators of Coefficients in Linear Regression - MaRDI portal

Double k-Class Estimators of Coefficients in Linear Regression

From MaRDI portal
Publication:4155695

DOI10.2307/1914242zbMath0377.62037OpenAlexW3122588465MaRDI QIDQ4155695

Shobha Ullah, Aman Ullah

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=1524&context=economicsresrpt



Related Items

Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function, ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION, Comparison of improved regression estimators with and without moments, The exact multi-period mean-square forecast error for the first-order autoregressive model, On double \(k\)-class estimators of coefficients in linear regression, A class of almost unbiased and efficient estimators of regression coefficients, Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances, Large sample asymptotic properties of the double k-class estimators in linear regression models, A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models, On the asymptotic bias and mean squared error of an improved estimator for coefficients in linear regression, Some dominance theorems on the double-\(k\) class estimator in linear models, Shrinkage estimation in spatial autoregressive model, Goodness of fit for generalized shrinkage estimation, Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances, Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses, PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted., Some conditions for optimality of the almost unbiased estimators of regression coefficients, Correction to: Improved Stein-rule estimator for regression problems, New shrinkage-type estimators in a linear regression model when multicollinearity is severe, Improved Stein-rule estimator for regression problems, Improved Stein-rule estimator for regression problems, The sampling distribution of shrinkage estimators and their F-ratios in the regression model, MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression, Double \(k\)-class estimators in regression models with non-spherical disturbances, Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors, PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables, Improved Liu estimator in a linear regression model, Some finite sample properties of generalized ridge regression estimators, MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution, Stein estimation -- a review, Pre-test double \(k\)-class estimators in linear regression, Properties of shrinkage estimators in linear regression when disturbances are not normal, Unnamed Item, Selecting a double \(k\)-class estimator for regression coefficients, On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated