Application of Pre-Test and Stein Estimators to Economic Data

DOI10.2307/1914073zbMath0382.62051OpenAlexW1967176590MaRDI QIDQ4160263

George G. Judge, Dennis J. Aigner

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914073

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (5)

Finite sample moments of a bootstrap estimator of the james-stein rule ⋮ Contracting towards subspaces when estimating the mean of a multivariate normal distribution ⋮ A pre-test like estimator dominating the least-squares method ⋮ Stein estimation -- a review ⋮ Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case

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