The optimal Stein estimation relative to concentration probability: a large sample approximation

MaRDI QIDQ5158566zbMATH OpenFDO

Authors Raman Pant

Publication date 25 October 2021

Full work available at URL http://archives-web.univ-paris1.fr/rev-inv-ope/fileadmin/rev-inv-ope/files/39418/39418-08.pdf

zbMATH Keywords

concentration probabilitylarge sample approximationlinear regression modelsampling distributionStein rule estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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Cites work

• Double k-Class Estimators of Coefficients in Linear Regression
• scientific article; zbMATH DE number 6158496 (Why is no real title available?)
• Improved Stein-rule estimator for regression problems
• Improved Stein-rule estimator for regression problems
• Is Pitman Closeness a Reasonable Criterion?
• On double k-class estimators of coefficients in linear regression
• Stein-rule estimation under an extended balanced loss function
• Unbiased estimation of the MSE matrices of improved estimators in linear regression

Cited in

(6)

• Degrees of freedom for piecewise Lipschitz estimators
• The exact distribution of the Stein-rule estimator
• The approximate distribution function of the Stein-rule estimator
• scientific article; zbMATH DE number 3974045 (Why is no real title available?)
• On assessing the precision of Stein's estimator
• The informational gain from Stein and hierarchial Stein estimators

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