Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables

Cited in

(46)

A class of modified Stein estimators with easily computable risk functions
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Stein estimation under elliptical distributions
On multivariate linear regression shrinkage and reduced-rank procedures
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Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I
A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss
Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relation-ships
A unified and broadened class of admissible minimax estimators of a multivariate normal mean
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
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The extended Stein procedure for simultaneous model selection and parameter estimation
Improved prediction in the presence of multicollinearity
Minimax estimation of location parameters for certain spherically symmetric distributions
On the sampling distribution of improved estimators for coefficients in linear regression
Some comments on estimation in regression after preliminary tests of significance
A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function
Density prediction and the Stein phenomenon
The sampling distribution of shrinkage estimators and their F-ratios in the regression model
Some improved estimators in the case of possible heteroscedasticity
The non-optimality of the inequality restricted estimator under squared error loss
James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
Unbiased estimation of the common mean of a multivariate normal distribution
Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
Inadmissibility of the maximum likelihood estimator for a multivariate normal distribution when some observations are missing
The inadmissibility of the Stein estimator in normal multiple regression equations
Pre-test estimation under squared error loss
On assessing the precision of Stein's estimator
Bayes and empirical Bayes shrinkage estimation of regression coefficients
Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
Multivariate regression analysis and canonical variates
Good ridge estimators based on prior information
Choosing shrinkage estimators for regression problems
Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small
Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances
Shrinkage estimators for prediction out-of-sample: conditional performance
Improved estimates and forecasts of error correction models in economics
Improved estimates and forecasts of error correction models in economics
Ridge regression and asymptotic minimax estimation over spheres of growing dimension
The estimation of stratum means vector with random sample sizes
The inadmissibility of the 2SLS estimator in linear structural equations
Some dominance theorems on the double-k class estimator in linear models
The informational gain from Stein and hierarchial Stein estimators
The positive-part Stein-rule estimator and tests of linear hypotheses
Estimation, prediction and the Stein phenomenon under divergence loss

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