ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
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Publication:4817929
DOI10.1081/ETC-120008726zbMath1049.62078MaRDI QIDQ4817929
Kazuhiro Ohtani, Alan T. K. Wan
Publication date: 21 September 2004
Published in: Econometric Reviews (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)
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