Improved estimators in some linear errors-in-variables models in finite samples

DOI10.1016/0165-1765(86)90012-1zbMATH Open1328.62140OpenAlexW2112232676MaRDI QIDQ899780FDOQ899780

Authors: Tran Van Hoa 

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)90012-1

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Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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• The inadmissibility of the Stein estimator in normal multiple regression equations
• On assessing the precision of Stein's estimator

Cited In (6)

• A combined estimator in the simple errors-in-variables model
• An adjusted linear estimator
• Improved estimation in measurement error models through Stein rule procedure
• The inadmissibility of the 2SLS estimator in linear structural equations
• The informational gain from Stein and hierarchial Stein estimators
• A new consistent estimator for linear errors-in-variables models

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