Performance of the 2SHI estimator under the generalised pitman nearness criterion

DOI10.1080/03610929708831978zbMath0925.62087OpenAlexW3124652755MaRDI QIDQ4226925

Tran Van Hoa, Anoop Chaturvedi

Publication date: 26 May 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.uow.edu.au/content/groups/public/@web/@commerce/@econ/documents/doc/uow012251.pdf

zbMATH Keywords

ordinary least squaresStein rule estimatorstwo stage hierarchical information estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items

MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms ⋮ Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables ⋮ Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted

Cites Work

• The inadmissibility of the Stein estimator in normal multiple regression equations
• A short note on Pitman nearness for elliptically symmetric estimators
• The Stein paradox in the sense of the Pitman measure of closeness
• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
• Asymptotic approximations to the gain of the 2shi over stein estimators in linear regression models when the disturbances are small
• The pitman nearness criterion and its determination