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On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated

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Akio Namba ()

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File URL: http://hdl.handle.net/10.1007/s00362-002-0137-4
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Article provided by Springer in its journal Statistical Papers.

Volume (Year): 44 (2003)
Issue (Month): 1 (January)
Pages: 117-124
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Handle: RePEc:spr:stpapr:v:44:y:2003:i:1:p:117-124

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  1. Ohtani, Kazuhiro & Kozumi, Hideo, 1996. "The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators," Journal of Econometrics, Elsevier, vol. 74(2), pages 273-287, October. [Downloadable!] (restricted)
  2. Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 121-134. [Downloadable!] (restricted)
  3. Berry, J. Calvin, 1994. "Improving the James-Stein estimator using the Stein variance estimator," Statistics & Probability Letters, Elsevier, vol. 20(3), pages 241-245, June. [Downloadable!] (restricted)
  4. Ohtani, Kazuhiro, 1996. "Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 191-199, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-4.

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