Selecting a double \(k\)-class estimator for regression coefficients

DOI10.1016/0167-7152(93)90029-IzbMath0791.62070MaRDI QIDQ1324572

V. Pereyra

Publication date: 24 May 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90029-i

zbMATH Keywords

elasticity; Stein-rule estimators; least squares estimator; domination; minimum risk; choice of scalars; double \(k\)-class estimators; feasible choice

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

Related Items

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION, Goodness of fit for generalized shrinkage estimation, Double \(k\)-class estimators in regression models with non-spherical disturbances, Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses, Shrinkage estimation in spatial autoregressive model, Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function

Cites Work

• A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models
• Correction to: Improved Stein-rule estimator for regression problems
• Double k-Class Estimators of Coefficients in Linear Regression
• Improved Stein-rule estimator for regression problems