Precision of individual estimators in simultaneous estimation of parameters
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Publication:4170075
DOI10.1093/biomet/65.1.23zbMath0388.62028OpenAlexW1999706086MaRDI QIDQ4170075
Publication date: 1978
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/65.1.23
Related Items (12)
Estimation of the best linear unbiased predictor for the mean with unequal sample sizes ⋮ The exact mean squared error of Stein-rule estimator in linear models ⋮ Minimum mean squared error estimation of each individual coefficient in a linear regression model ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Reduction of risk using restricted estimators ⋮ Monotonicity of risk for a shrinkage estimator of a multivariate normal mean ⋮ Performance of the empirical Bayes estimator for fixed parameters ⋮ A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model ⋮ The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators. ⋮ MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated ⋮ Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries ⋮ On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
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