Performance of the 2SHI estimator under the generalised pitman nearness criterion
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Publication:4226925
DOI10.1080/03610929708831978zbMath0925.62087OpenAlexW3124652755MaRDI QIDQ4226925
Tran Van Hoa, Anoop Chaturvedi
Publication date: 26 May 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://www.uow.edu.au/content/groups/public/@web/@commerce/@econ/documents/doc/uow012251.pdf
Related Items
MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms ⋮ Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables ⋮ Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
Cites Work
- The inadmissibility of the Stein estimator in normal multiple regression equations
- A short note on Pitman nearness for elliptically symmetric estimators
- The Stein paradox in the sense of the Pitman measure of closeness
- A Comparison of james–sten regression with least squares in the pitman nearness sense
- Comparison of Linear Estimators Using Pitman's Measure of Closeness
- On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
- Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small
- The pitman nearness criterion and its determination
