The informational gain from Stein and hierarchial Stein estimators
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Publication:899927
DOI10.1016/0165-1765(87)90162-5zbMath1328.62448OpenAlexW2079400107MaRDI QIDQ899927
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(87)90162-5
Cites Work
- The inadmissibility of the Stein estimator in normal multiple regression equations
- Stein-rule least squares estimation: A heuristic for fallible data
- Improved estimators in some linear errors-in-variables models in finite samples
- Estimation of the mean of a multivariate normal distribution
- Selecting a minimax estimator of a multivariate normal mean
- Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
- How Much Does Stein Estimation Help in Multiple Linear Regression?
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