Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances
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Volume (Year): LXVI (2008)
Issue (Month): 3 ()
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- Guilkey, David K. & Price, J. Michael, 1981. "On comparing restricted least squares estimators," Journal of Econometrics, Elsevier, vol. 15(3), pages 397-404, April.
- 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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