MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated

Author:

Namba Akio

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Baranchik AJ (1970) A family of minimax estimators of the mean of a multivariate normal distribution. Ann Math Stat 41:642–645

2. Efron B, Morris C (1973a) Combining possibly related estimation problems (with discussion). J R Stat Soc B 35:379–421

3. Efron B, Morris C (1973b) Stein’s estimation rule and its competitors—an empirical Bayes approach. J Am Stat Assoc 68:117–130

4. Goldstein M, Khan MS (1985) Income and price effects in foreign trade. In: Kenen B, Jones RW (eds) Handbook of international economics, vol 2. Elsevier, Amsterdam, pp 1041–1105

5. James W, Stein C (1961) Estimation with quadratic loss. In: Proceedings of the fourth Berkeley symposium on mathematical statistics and probability, vol 1. University of California Press, Berkeley, pp 361–379

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