Comparison of the iterative Stein-rule and the usual estimators of the error variance under the Pitman nearness criterion

MaRDI QIDQ3560804zbMATH OpenFDO

Authors Deniz Ünal, Güzin Yüksel

Publication date 14 May 2010

zbMATH Keywords

Pitman nearness criterionStein-rule estimatoriterative Stern-rule estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cited in

(4)

• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
• Comparison of the iterative Stein-rule and the usual estimators of the disturbance variance under the Pitman nearness criterion in a linear regression model with proxy variables
• The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
• Comparison of normal variance estimators under multiple criteria and towards a compromise estimator

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