On double \(k\)-class estimators of coefficients in linear regression

DOI10.1016/0165-1765(84)90116-2zbMath1273.62277OpenAlexW2085388426MaRDI QIDQ374946

Shailendra S. Menjoge

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90116-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (5)

Large sample asymptotic properties of the double k-class estimators in linear regression models ⋮ A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models ⋮ Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances ⋮ Double \(k\)-class estimators in regression models with non-spherical disturbances ⋮ Unnamed Item

Cites Work

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• Minimax estimators of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Double k-Class Estimators of Coefficients in Linear Regression
• Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator

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