Stein rule prediction of the composite target function in a general linear regression model

Author:

Chaturvedi Anoop,Singh Shri Prakash

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Chaturvedi, A. and Shukla, G. (1990): Stein Rule Estimation in Linear Model with Nonscalar Error Covariance Matrix, Sankhyā B, 52, 293–304.

2. Copas, J.B. (1983): Regression, prediction and Shrinkage (with discussion), Journal of Royal Statistical Society, B, 45, 311–354.

3. Copas, J.B. and Jones, M.C. (1987): Regression Shrinkage Methods and Autoregressive Time Series Prediction, Australian Journal of Statistics, 29, 264–277.

4. Gotway, C.A. and Cressie, N. (1993): Improved Multivariate Prediction under a General Linear Model, Journal of Multivariate Analysis, 45, 56–72.

5. Judge, G.G. and Bock, M.E. (1978): The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics, John Wiley and Sons, New York.

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