Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small

DOI10.1080/03610929308831185zbMath0785.62069OpenAlexW2089892629MaRDI QIDQ4275843

Anoop Chaturvedi, Tran Van Hoa

Publication date: 31 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831185

zbMATH Keywords

Stein-rule estimatorriskstwo-stage hierarchical information estimatorstwo-stage Stein estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (2)

MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms ⋮ Performance of the 2SHI estimator under the generalised pitman nearness criterion

Cites Work

• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
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