The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators

DOI10.1016/0165-1765(88)90011-0zbMATH Open1328.62467OpenAlexW2065893890MaRDI QIDQ902604FDOQ902604

Tran Van Hoa, Anoop Chaturvedi

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(88)90011-0

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Cites Work

• The inadmissibility of the Stein estimator in normal multiple regression equations
• A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models

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