PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted.
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Publication:1423165
DOI10.1016/S0167-7152(03)00103-2zbMath1116.62369MaRDI QIDQ1423165
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Related Items
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables, 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, PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables, MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated
Cites Work
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- Double k-Class Estimators of Coefficients in Linear Regression
- Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
- PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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