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

DOI10.1016/0165-1765(86)90010-8zbMath1328.62443MaRDI QIDQ899779

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

62J05: Linear regression; mixed models

Related Items

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION, Large sample asymptotic properties of the double k-class estimators in linear regression models, Double \(k\)-class estimators in regression models with non-spherical disturbances, Some dominance theorems on the double-\(k\) class estimator in linear models, The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators, Selecting a double \(k\)-class estimator for regression coefficients, Application of Stein-type estimation in combining regression estimates from replicated experiments, Pre-test double \(k\)-class estimators in linear regression, Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables

Cites Work

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