A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models

DOI10.1016/0165-1765(86)90010-8MaRDI QIDQ899779zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(86)90010-8

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• On a necessary condition for the consistency of the l₁estimates in linear regression models
• scientific article; zbMATH DE number 810389
• Necessary and sufficient conditions for superiority of misspecified restricted least squares regression estimator
• scientific article; zbMATH DE number 954481
• scientific article; zbMATH DE number 2147395
• scientific article; zbMATH DE number 3858226
• Superiority of a class of linear estimators of regression coefficients under the Pitman closeness criterion

Cites work

• A note on moments of k-class estimators for negative k
• Double k-Class Estimators of Coefficients in Linear Regression
• Finite Sample Properties of Ridge Estimators
• On double k-class estimators of coefficients in linear regression

Cited in

(10)

• Some dominance theorems on the double-k class estimator in linear models
• Double \(k\)-class estimators in regression models with non-spherical disturbances
• Application of Stein-type estimation in combining regression estimates from replicated experiments
• Large sample asymptotic properties of the double k-class estimators in linear regression models
• scientific article; zbMATH DE number 2147395 (Why is no real title available?)
• Selecting a double \(k\)-class estimator for regression coefficients
• The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators
• ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
• Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables
• Pre-test double \(k\)-class estimators in linear regression

This page was built for publication: A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899779)