Precision of individual estimators in simultaneous estimation of parameters
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(12)- The exact mean squared error of Stein-rule estimator in linear models
- Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries
- Minimum mean squared error estimation of each individual coefficient in a linear regression model
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated
- Estimation of the best linear unbiased predictor for the mean with unequal sample sizes
- The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.
- Monotonicity of risk for a shrinkage estimator of a multivariate normal mean
- Reduction of risk using restricted estimators
- A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- Performance of the empirical Bayes estimator for fixed parameters
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