Relative performance of stein-rule and preliminary test estimators in linear models least squares theory (Q4728054)
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scientific article; zbMATH DE number 4003300
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| English | Relative performance of stein-rule and preliminary test estimators in linear models least squares theory |
scientific article; zbMATH DE number 4003300 |
Statements
Relative performance of stein-rule and preliminary test estimators in linear models least squares theory (English)
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1987
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Stein-rule
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asymptotic dominance
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asymptotic risk-efficiency
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multiple regression model
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preliminary test estimation
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shrinkage estimation
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sub- hypothesis testing
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linear model
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least squares estimator
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F-ratio
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Pitman-type alternatives
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loss function
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Mahalanobis-distance
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0.821748673915863
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0.8095330595970154
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0.8046178817749023
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0.8043611645698547
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