Finite sample moments of a bootstrap estimator of the james-stein rule

DOI10.1080/07474939208800230zbMath0850.62537OpenAlexW2037863104MaRDI QIDQ4031296

Lee C. Adkins

Publication date: 1 April 1993

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939208800230

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (4)

Estimating the error variance after a pre-test for an interval restriction on the coefficients ⋮ Bootstrapping estimators for the seemingly unrelated regressions model ⋮ Prior information in regression: to choose or not to choose? ⋮ Bootstrap confidence bands for shrinkage estimators

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On assessing the precision of Stein's estimator
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Some asymptotic theory for the bootstrap
• Estimated sampling distributions: The bootstrap and competitors
• Jackknife, bootstrap and other resampling methods in regression analysis
• The exact distribution of the Stein-rule estimator
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Application of Pre-Test and Stein Estimators to Economic Data
• Small sample performance of jackknife confidence intervals for the james-stein estimator
• Refining Bootstrap Simultaneous Confidence Sets

This page was built for publication: Finite sample moments of a bootstrap estimator of the james-stein rule