Risk characteristics of a stein-like estimator for the probit regression model-Reference-Cited by-同舟云学术

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Risk characteristics of a stein-like estimator for the probit regression model

Published:1989-01 Issue:1 Volume:30 Page:19-26
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Adkins Lee C.,Hill R.Carter

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference8 articles.

1. Regression, prediction and shrinkage;Copas;Journal of the Royal Statistical Society,1983

2. Convenient specification tests for logit and probit models;Davidson;Journal of Econometrics,1984

3. Small sample properties of probit model estimators;Griffiths;Journal of the American Statistical Association,1987

4. The statistical implications of pre-test and Stein-rule estimators in econometrics;Judge,1978

5. Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints;Mittelhammer;Journal of Econometrics,1985

Cited by 5 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. An application of shrinkage estimation to the nonlinear regression model;Computational Statistics & Data Analysis;2012-11

2. Integrating Ridge-type regularization in fuzzy nonlinear regression;Computational & Applied Mathematics;2012

3. Pre-test estimation in Poisson regression model;Applied Economics Letters;2003-07

4. Shrinkage estimation in nonlinear regression The Box-Cox transformation;Journal of Econometrics;1995-03

5. Improved estimators of energy models;Energy Economics;1995-01

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