Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
type: Item
instance of: scholarly article
title: Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
zbMATH Open document ID: 0618.62075
DOI: 10.1080/03610928708829380
author: Pranab K. Sen
author: A. K. Md. Ehsanes Saleh
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 4003300
zbMATH Keywords: Stein-rule
zbMATH Keywords: asymptotic dominance
zbMATH Keywords: asymptotic risk-efficiency
zbMATH Keywords: multiple regression model
zbMATH Keywords: preliminary test estimation
zbMATH Keywords: shrinkage estimation
zbMATH Keywords: sub- hypothesis testing
zbMATH Keywords: linear model
zbMATH Keywords: least squares estimator
zbMATH Keywords: F-ratio
zbMATH Keywords: Pitman-type alternatives
zbMATH Keywords: loss function
zbMATH Keywords: Mahalanobis-distance
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610928708829380
OpenAlex ID: W1977005044
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cites work: Estimation of the mean of a multivariate normal distribution
published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 4003300