Pitman closeness for Stein-rule estimators of regression coefficients

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

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)

Cites Work

• Title not available (Why is that?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• The pitman nearness criterion and its determination
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Stein paradox in the sense of the Pitman measure of closeness

Cited In (6)

• Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
• Stein estimation -- a review
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
• Risk and Pitman closeness properties of feasible generalized double \(k\)-class estimators in linear regression models with non-spherical disturbances under balanced loss function
• Title not available (Why is that?)
• 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

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