Pitman closeness for Stein-rule estimators of regression coefficients

DOI10.1016/0167-7152(93)90175-IzbMath0779.62057OpenAlexW2075417113MaRDI QIDQ689482

M. C. Fu

Publication date: 12 December 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90175-i

zbMATH Keywords

asymptotic approximationStein-rule estimatorsPitman closenessPitman nearness

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (5)

Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function ⋮ Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion ⋮ Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ 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 ⋮ Stein estimation -- a review

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• The Stein paradox in the sense of the Pitman measure of closeness
• The pitman nearness criterion and its determination
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