A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models

DOI10.1016/0165-1765(86)90010-8zbMath1328.62443OpenAlexW2080259066MaRDI QIDQ899779

N. E. Zubov

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90010-8

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (9)

Application of Stein-type estimation in combining regression estimates from replicated experiments ⋮ ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION ⋮ Large sample asymptotic properties of the double k-class estimators in linear regression models ⋮ Some dominance theorems on the double-\(k\) class estimator in linear models ⋮ The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators ⋮ Double \(k\)-class estimators in regression models with non-spherical disturbances ⋮ Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables ⋮ Pre-test double \(k\)-class estimators in linear regression ⋮ Selecting a double \(k\)-class estimator for regression coefficients

Cites Work

• On double \(k\)-class estimators of coefficients in linear regression
• A note on moments of k-class estimators for negative k
• Finite Sample Properties of Ridge Estimators
• Double k-Class Estimators of Coefficients in Linear Regression

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