MSE performance of the 2SHI estimator in a regression model with multivariate \(t\) error terms

DOI10.1007/s003620000041zbMath0964.62053MaRDI QIDQ5928228

Akio Namba

Publication date: 19 July 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620000041

zbMATH Keywords

mean squared error; Stein-rule estimator; two-stage hierarchical information

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62Q05: Statistical tables

Related Items

Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion

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