Inadmissibility of the Stein-rule estimator under the balanced loss function

DOI10.1016/S0304-4076(98)00030-XzbMath0933.62008MaRDI QIDQ1305684

Kazuhiro Ohtani

Publication date: 2 April 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Stein-rule estimator; inadmissibility; balanced loss function; Stein variance estimator

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62C15: Admissibility in statistical decision theory

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Cites Work

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