On assessing the precision of Stein's estimator

DOI10.1016/0165-1765(85)90169-7zbMATH Open1273.62174OpenAlexW2068580454MaRDI QIDQ375106FDOQ375106

Authors: Xie Wen Chi, George G. Judge 

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(85)90169-7

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Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Bootstrap methods: another look at the jackknife
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation with quadratic loss.
• Parametric Empirical Bayes Inference: Theory and Applications
• Title not available (Why is that?)
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables

Cited In (8)

• Small sample performance of jackknife confidence intervals for the james-stein estimator
• Finite sample moments of a bootstrap estimator of the james-stein rule
• MSE performance of the weighted average estimators consisting of shrinkage estimators
• The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
• The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results
• A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
• Improved estimators in some linear errors-in-variables models in finite samples
• The inadmissibility of the 2SLS estimator in linear structural equations

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