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Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances

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  • Shalabh
  • H. Toutenburg
  • C. Heumann

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  • Shalabh & H. Toutenburg & C. Heumann, 2008. "Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 285-298.
    • Handle: RePEc:mtn:ancoec:080302
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    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2008-3-2.pdf
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    References listed on IDEAS

    as
    1. Guilkey, David K. & Price, J. Michael, 1981. "On comparing restricted least squares estimators," Journal of Econometrics, Elsevier, vol. 15(3), pages 397-404, April.
    2. Brandwein, Ann Cohen, 1979. "Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss," Journal of Multivariate Analysis, Elsevier, vol. 9(4), pages 579-588, December.
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