On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated
نویسندگان
چکیده
منابع مشابه
Dominance of the Positive - Part Shrinkage Estimator when Each Individual Regression Coe ffi cient is Estimated
In this paper we consider a regression model and a general family of shrinkage estimators of regression coefficients. We derive the formula for the mean squared error (MSE) of the estimators for each individual regression coefficient. It is shown analytically that the usual shrinkage estimators are dominated by their positivepart variants in terms of MSE.
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 2003
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-002-0137-4