Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function-Reference-Cited by-同舟云学术

Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function

Published:2004-08 Issue:2 Volume:90 Page:229-256
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Chaturvedi Anoop,Shalabh

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference26 articles.

1. Selecting a double k-class estimator for regression coefficients;Carter;Statist. Probab. Lett.,1993

2. On the double k-class estimators in linear regression;Chaturvedi;J. Quant. Econom.,1998

3. Stein-rule estimation in linear models with nonscalar error covariance matrix;Chaturvedi;Sankhya Ser. B,1990

4. On estimation with balanced loss function;Dey;Statist. Probab. Lett.,1999

5. The minimum mean square error linear estimator and ridge regression;Farebrother;Technometrics,1975

Cited by 7 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. Shrinkage estimation in spatial autoregressive model;Journal of Multivariate Analysis;2016-01

2. Masking of volatility by seasonal adjustment methods;Economic Modelling;2013-07

3. Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses;Journal of Multivariate Analysis;2012-11

4. A note on Stein-type shrinkage estimator in partial linear models;Statistics;2012-10

5. Pitman closest equivariant estimators and predictors under location–scale models;Journal of Statistical Planning and Inference;2012-06