The approximate distribution function of the Stein-rule estimator

DOI10.1016/0165-1765(82)90070-2MaRDI QIDQ356652zbMATH OpenOpenAlexFDO

Authors Aman Ullah

Publication date 26 July 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(82)90070-2

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• The exact distribution of the Stein-rule estimator
• scientific article; zbMATH DE number 63476
• On a generalized stein estimator of regression coefficients
• A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
• The optimal Stein estimation relative to concentration probability: a large sample approximation

Cites work

• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
• Estimation with quadratic loss.

Cited in

(10)

• The optimal Stein estimation relative to concentration probability: a large sample approximation
• The exact distribution of the Stein-rule estimator
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
• Model averaging: a shrinkage perspective
• A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
• On a generalized stein estimator of regression coefficients
• The bias and risk functions of some Stein-rules in elliptically contoured distributions
• The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.
• scientific article; zbMATH DE number 63476 (Why is no real title available?)

This page was built for publication: The approximate distribution function of the Stein-rule estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q356652)