Comparison of the iterative Stein-rule and the usual estimators of the disturbance variance under the Pitman nearness criterion in a linear regression model with proxy variables (Q4929206)
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scientific article; zbMATH DE number 6175413
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| English | Comparison of the iterative Stein-rule and the usual estimators of the disturbance variance under the Pitman nearness criterion in a linear regression model with proxy variables |
scientific article; zbMATH DE number 6175413 |
Statements
Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables (English)
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13 June 2013
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iterative Stein-rule estimator
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Pitman nearness criterion
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proxy variable
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Stein-rule estimator
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0.8808686137199402
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0.8789165616035461
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0.8623762130737305
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0.8481113314628601
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