A class of Stein-rules in multivariate regression model with structural changes-Reference-Cited by-同舟云学术

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A class of Stein-rules in multivariate regression model with structural changes

Published:2015-06-05 Issue:1 Volume:43 Page:83-102
ISSN:0303-6898
Container-title:Scandinavian Journal of Statistics
language:en
Short-container-title:Scand J Statist

Author:

Chen Fuqi¹,Nkurunziza Sévérien¹

Affiliation:

1. Department of Mathematics and Statistics; University of Windsor

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12166/fullpdf

Reference25 articles.

1. High order approximation for the coverage probability by confident set centered at the positive-part James-Stein estimator;Ahmed;Stat. Probab. Lett.,2009

2. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1998

3. Computation and analysis of multiple structural change models;Bai;J. Appl. Econometrics,2003

4. Minimax estimators of the mean of a multivariate normal distribution;Bock;Ann. Stat.,1975

5. Chen F. 2014 Optimal inference methods in linear models with change-points

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3. On efficiency of some restricted estimators in a multivariate regression model;Statistical Papers;2022-06-18

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