Application of Pre-Test and Stein Estimators to Economic Data

DOI10.2307/1914073zbMATH Open0382.62051OpenAlexW1967176590MaRDI QIDQ4160263FDOQ4160263

Authors: Dennis J. Aigner, George G. Judge 

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914073

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (5)

• Stein estimation -- a review
• Finite sample moments of a bootstrap estimator of the james-stein rule
• Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
• Contracting towards subspaces when estimating the mean of a multivariate normal distribution
• A pre-test like estimator dominating the least-squares method

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