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

DOI10.1016/0165-1765(88)90011-0MaRDI QIDQ902604zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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

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