James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator

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James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator

Author Info

Kim T-H.
White H.

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Abstract

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Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

Volume (Year): 96 (2001)
Issue (Month): (June)
Pages: 697-705
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Handle: RePEc:bes:jnlasa:v:96:y:2001:m:june:p:697-705

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Paper
- Tae-Hwan Kim & Halbert White, 1999. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 99-04, Department of Economics, UC San Diego. [Downloadable!]
- Tae-Hwan Kim & Halbert White, 1999. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 1999-04, Department of Economics, UC San Diego. [Downloadable!]
- Tae-Hwan Kim & Halbert White, 2000. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 1999-04R, Department of Economics, UC San Diego. [Downloadable!]
- Tae-Hwan Kim & Halbert White, 2000. "James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 99-04R, Department of Economics, UC San Diego. [Downloadable!]

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Bates, Charles E. & White, Halbert, 1993. "Determination of Estimators with Minimum Asymptotic Covariance Matrices," Econometric Theory, Cambridge University Press, vol. 9(04), pages 633-648, August. [Downloadable!]
Other versions:
- Charles E. Bates & Halbert White, 1992. "Determination of Estimators with Minimum Asymptotic Covariance Matrices," University of California at San Diego, Economics Working Paper Series 92-16, Department of Economics, UC San Diego.
repec:cup:etheor:v:9:y:1993:i:4:p:633-48 is not listed on IDEAS

Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Judith A. Clarke, 2007. "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers 0701, Department of Economics, University of Victoria. [Downloadable!]
George Judge & Ron Mittelhammer, 2003. "A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 948, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
Other versions:
- Judge G.G. & Mittelhammer R.C., 2004. "A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 479-487, January. [Downloadable!] (restricted)

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