MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated-Reference-Cited by-同舟云学术

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MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated

Published:2018-06-11 Issue:13 Volume:48 Page:3280-3290
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Xu Haifeng¹²,Namba Akio³

Affiliation:

1. Department of Statistics, School of Economics, Xiamen University, Xiamen, Fujian, China;

2. Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Xiamen, Fujian, China;

3. Graduate School of Economics, Kobe University, Rokko, Nada-ku, Kobe, Japan

Funder

Fundamental Research Funds for the Central Universities

Philosophy and Social Sciences Research of Ministry of Education of China

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2018.1475569

Reference16 articles.

1. A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

2. MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Weak Versus Strong Dominance of Shrinkage Estimators;Journal of Quantitative Economics;2021-11-18

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