MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break-Reference-Cited by-同舟云学术

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MSE superiority of the unrestricted Stein-rule estimator in a regression model with a possible structural break

Published:2024-05 Issue: Volume: Page:1-15
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Xu Haifeng¹²,Namba Akio³

Affiliation:

1. Department of Statistics, School of Economics, Xiamen University, Xiamen, People's Republic of China

2. Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Xiamen, People's Republic of China

3. Graduate School of Economics, Kobe University, Kobe, Japan

Funder

Humanities and Social Science Fund of Ministry of Education of China

JSPS KAKENHI

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2024.2346346

Reference24 articles.

1. The RLS Positive‐Part Stein Estimator

2. Restricted ridge estimator in the inverse gaussian regression model;Alsarraf I.;Electron. J. Appl. Stat. Anal.,2022

3. Tests for parameter instability and structural change with unknown change point;Andrews D.;Econometrica,1993

4. Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum

5. Optimal changepoint tests for normal linear regression

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