Some dominance theorems on the double-\(k\) class estimator in linear models

DOI10.1016/0165-1765(86)90239-9zbMath1328.62466OpenAlexW1985593071MaRDI QIDQ899883

Tran Van Hoa

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90239-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• The inadmissibility of the Stein estimator in normal multiple regression equations
• A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Double k-Class Estimators of Coefficients in Linear Regression

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