On a generalized stein estimator of regression coefficients
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Publication:3792086
DOI10.1080/03610928808829710zbMath0647.62064MaRDI QIDQ3792086
Publication date: 1988
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829710
asymptotic properties; bias; ordinary least squares estimator; mean square error matrix; generalized Stein estimator of regression coefficients; small disturbance approximations
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Cites Work
- Minimum average risk estimators for coefficients in linear models
- A note on minimum average risk estimators for coefficients in linear models
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Comparison of k-Class Estimators When the Disturbances Are Small
- Linear Statistical Inference and its Applications
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