On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms

DOI10.1080/03610929508831578zbMath0937.62611OpenAlexW1996067266MaRDI QIDQ4337023

Hikaru Hasegawa

Publication date: 27 August 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831578

zbMATH Keywords

Stein-rule estimatorKullback-Leibler informationmultivariate \(t\) distributionpre-test estimatorInagaki's loss functionscale mixture of normal distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

Applied regression analysis bibliography update 1994-97

Cites Work

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