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

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Author Info
Tae-Hwan Kim (Yonsei University)
Halbert White (University of California, San Diego)

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Abstract

We explore the extension of James-Stein type estimators in a direction that enables them to preserve their superiority when the sample size goes to infinity. Instead of shrinking a base estimator towards a fixed point, we shrink it towards a data-dependent point. We provide an analytic expression for the asymptotic risk and bias of James-Stein type estimators shrunk towards a data-dependent point and prove that they have smaller asymptotic risk than the base estimator. Shrinking an estimator toward a datadependent point turns out to be equivalent to combining two random variables using the James-Stein rule. We propose a general combination scheme which includes random combination (the James-Stein combination) and the usual nonrandom combination as special cases. As an example, we apply our method to combine the Least Absolute Deviations estimator and the Least Squares estimator. Our simulation study indicates that the resulting combination estimators have desirable finite sample properties when errors are drawn from symmetric distributions. Finally, using stock return data we present some empirical evidence that the combination estimators have the potential to improve out-of-sample prediction in terms of both mean square error and mean absolute error.

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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 99-04R.

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Date of creation: 01 May 2000
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Handle: RePEc:cdl:ucsdec:99-04r

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Related research
Keywords: shrinkage; asymtotic risk; combination estimator;

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References listed on IDEAS
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  1. 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!]
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  2. repec:cup:etheor:v:9:y:1993:i:4:p:633-48 is not listed on IDEAS
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(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.)

  1. 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!]
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  2. 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!]
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