MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break

DOI10.1080/02664763.2024.2346346MaRDI QIDQ6662621

Hai-Feng Xu, Akio Namba

Publication date: 14 January 2025

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

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