Large sample asymptotic properties of the double k-class estimators in linear regression models

DOI10.1080/07474939508800305MaRDI QIDQ4853090zbMATH OpenOpenAlexFDO

Authors

Publication date 25 October 1995

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939508800305

zbMATH Keywords

asymptotic biasCauchy distributiondouble \(k\)-class estimatormean squared errormulticollinarityordinary least squarespredictive mean squared errorsimulationStein- rule estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• Selecting a double \(k\)-class estimator for regression coefficients
• Exact finite sample properties of double k-class estimators in simultaneous equations
• Double \(k\)-class estimators in regression models with non-spherical disturbances
• ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
• On double k-class estimators of coefficients in linear regression

Cites work

• A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models
• A Ridge Estimator Whose MSE Dominates OLS
• Double k-Class Estimators of Coefficients in Linear Regression
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• Improved prediction in the presence of multicollinearity
• Improved Stein-rule estimator for regression problems
• On double k-class estimators of coefficients in linear regression
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• Properties of shrinkage estimators in linear regression when disturbances are not normal

Cited in

(12)

• Exact finite sample properties of double k-class estimators in simultaneous equations
• Improved estimation in measurement error models through Stein rule procedure
• Foundations of statistical inference based on numerical roots of robust pivot functions
• Selecting a double \(k\)-class estimator for regression coefficients
• Pre-test double \(k\)-class estimators in linear regression
• On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function
• Stein-rule estimation under an extended balanced loss function
• On double k-class estimators of coefficients in linear regression
• Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
• ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
• Double \(k\)-class estimators in regression models with non-spherical disturbances

This page was built for publication: Large sample asymptotic properties of the double k-class estimators in linear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4853090)