Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (Q849899): Difference between revisions

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English	Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion	scientific article

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title

Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (English)

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zbMATH Open document ID

1134.62346

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DOI

10.1007/s00362-006-0321-z

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15 November 2006

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Mathematics Subject Classification ID

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00362-006-0321-z

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OpenAlex ID

W2005707834

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cites work

Portfolio Analysis in a Stable Paretian Market

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Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances

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Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances

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Q3185327

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A Comparison of james–sten regression with least squares in the pitman nearness sense

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MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms

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PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED

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Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model

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Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted

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Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances

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The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances

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The pitman nearness criterion and its determination

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The Stein paradox in the sense of the Pitman measure of closeness

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Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom

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JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR

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Pitman closeness for Stein-rule estimators of regression coefficients

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Q3237829

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Q3800895

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Estimation of the parameters of a regression model with a multivariate t error variable

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On the Robustness of LM, LR, and W Tests in Regression Models

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Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms

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Sitelinks

Mathematics(1 entry)

mardi Publication:849899

@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
+Normal rank
@@ Property / cites work @@
+Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
+Normal rank
@@ Property / cites work @@
+Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+A Comparison of james–sten regression with least squares in the pitman nearness sense
+Normal rank
@@ Property / cites work @@
+MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms
+Normal rank
@@ Property / cites work @@
+PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION  MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
+Normal rank
@@ Property / cites work @@
+Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
+Normal rank
@@ Property / cites work @@
+Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
+Normal rank
@@ Property / cites work @@
+Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
+Normal rank
@@ Property / cites work @@
+The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
+Normal rank
@@ Property / cites work @@
+The pitman nearness criterion and its determination
+Normal rank
@@ Property / cites work @@
+The Stein paradox in the sense of the Pitman measure of closeness
+Normal rank
@@ Property / cites work @@
+Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom
+Normal rank
@@ Property / cites work @@
+JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
+Normal rank
@@ Property / cites work @@
+Pitman closeness for Stein-rule estimators of regression coefficients
+Normal rank
@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3800895
@@ Property / cites work: Q3800895 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the parameters of a regression model with a multivariate t error variable
+Normal rank
@@ Property / cites work @@
+On the Robustness of LM, LR, and W Tests in Regression Models
+Normal rank
@@ Property / cites work @@
+Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
+Normal rank