The exact mean squared error of Stein-rule estimator in linear models (Q1099549): Difference between revisions
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Revision as of 19:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | The exact mean squared error of Stein-rule estimator in linear models |
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The exact mean squared error of Stein-rule estimator in linear models (English)
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1988
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The exact mean squared error (MSE) of the Stein rule estimator for a linear combination of the regression vector is obtained. Further, the inadmissibility of the usual least squares estimator within an ellipsoid is investigated.
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linear model
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non-normal
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fractional operator
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exact mean squared error
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Stein rule estimator
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linear combination of the regression vector
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inadmissibility
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least squares estimator
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ellipsoid
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