Pitman closeness for Stein-rule estimators of regression coefficients

DOI10.1016/0167-7152(93)90175-IzbMATH Open0779.62057OpenAlexW2075417113MaRDI QIDQ689482FDOQ689482

Authors M. C. Fu

Publication date 12 December 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90175-i

zbMATH Keywords

asymptotic approximationPitman closenessPitman nearnessStein-rule estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Recommendations

• The Stein paradox in the sense of the Pitman measure of closeness
• The superiority of a ridge estimator of regression parameters under the Pitman closeness criterion
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
• Comparison of Linear Estimators Using Pitman's Measure of Closeness
• Superiority of a class of linear estimators of regression coefficients under the Pitman closeness criterion

Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3763055 (Why is no real title available?)
• scientific article; zbMATH DE number 3026329 (Why is no real title available?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Stein paradox in the sense of the Pitman measure of closeness
• The pitman nearness criterion and its determination

Cited in

(8)

• Stein estimation -- a review
• Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
• 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
• Superiority of a class of linear estimators of regression coefficients under the Pitman closeness criterion
• The Stein paradox in the sense of the Pitman measure of closeness
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
• scientific article; zbMATH DE number 1932254 (Why is no real title available?)
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function

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