Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariate t errors under the Pitman nearness criterion
Year of publication: |
2007
|
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Authors: | Namba, Akio ; Ohtani, Kazuhiro |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 48.2007, 1, p. 151-162
|
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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