ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
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References listed on IDEAS
- Vinod, H. D., 1981.
"Improved Stein-rule estimator for regression problems,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Helen X. H. Bao & Alan T. K. Wan, 2007. "Improved Estimators of Hedonic Housing Price Models," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 267-302.
- Akio Namba, 2003. "On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated," Statistical Papers, Springer, vol. 44(1), pages 117-124, January.
More about this item
KeywordsAd-hoc; Double k-class; Predictive mean squared error; Pre-test; Stein rule; JEL Classification: primary C13; secondary C20;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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