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Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
Namba, Akio; Ohtani, Kazuhiro - In: Statistical Papers 48 (2007) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10008533899
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On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated
Namba, Akio - In: Statistical Papers 44 (2003) 1, pp. 117-124
Persistent link: https://www.econbiz.de/10005167204
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MSE performance of the 2SHI estimator in a regression model with multivariate t error terms
Namba, Akio - In: Statistical Papers 42 (2001) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10005391183
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MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated
Namba, Akio - In: Statistical Papers 56 (2015) 2, pp. 379-390
In this paper we consider a regression model and a general family of shrinkage estimators of regression coefficients. The estimation of each individual regression coefficient is important in some practical situations. Thus, we derive the formula for the mean squared error (MSE) of the general...
Persistent link: https://www.econbiz.de/10011241317