Relative performance of stein-rule and preliminary test estimators in linear models least squares theory (Q4728054): Difference between revisions

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scientific article; zbMATH DE number 4003300
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Relative performance of stein-rule and preliminary test estimators in linear models least squares theory
scientific article; zbMATH DE number 4003300

    Statements

    Relative performance of stein-rule and preliminary test estimators in linear models least squares theory (English)
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    1987
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    Stein-rule
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    asymptotic dominance
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    asymptotic risk-efficiency
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    multiple regression model
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    preliminary test estimation
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    shrinkage estimation
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    sub- hypothesis testing
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    linear model
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    least squares estimator
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    F-ratio
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    Pitman-type alternatives
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    loss function
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    Mahalanobis-distance
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