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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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

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    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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