Pitman closeness for Stein-rule estimators of regression coefficients

DOI10.1016/0167-7152(93)90175-IzbMath0779.62057MaRDI QIDQ689482

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 approximation; Stein-rule estimators; Pitman closeness; Pitman nearness

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62C15: Admissibility in statistical decision theory

Related Items

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, Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances, Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion, Stein estimation -- a review, Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function

Cites Work

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• 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