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

zbMATH Open1191.62123MaRDI QIDQ3560804FDOQ3560804

Authors: Deniz Ünal, Güzin Yüksel 

Publication date: 14 May 2010

Recommendations

• 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
• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
• The pitman nearness criterion and its determination
• Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion

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)

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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