Mean squared error of James-Stein estimators for measurement error models

DOI10.1016/j.spl.2012.06.019zbMath1312.62088OpenAlexW2077898548MaRDI QIDQ712547

Malay Ghosh, Meixi Guo

Publication date: 17 October 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.019

zbMATH Keywords

mean squared errorempirical BayesJames-Stein estimatorefficiency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error

Cites Work

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• Consistent estimation of a regression with errors in the variables
• Data Analysis Using Stein's Estimator and its Generalizations
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case

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