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My bibliography Save this paperMSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators
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- Akio Namba & Kazuhiro Ohtani, 2018. "MSE performance of the weighted average estimators consisting of shrinkage estimators," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(5), pages 1204-1214, March.
References listed on IDEAS
- Brownstone, David, 1990. "Bootstrapping improved estimators for linear regression models," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 171-187.
- Yi, Gang, 1991. "Estimating the variability of the Stein estimator by bootstrap," Economics Letters, Elsevier, vol. 37(3), pages 293-298, November.
- Ohtani, Kazuhiro, 1999. "MSE performance of a heterogeneous pre-test estimator," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 65-71, January.
- Chi, Xie Wen & Judge, George, 1985. "On assessing the precision of Stein's estimator," Economics Letters, Elsevier, vol. 18(2-3), pages 143-148.
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More about this item
Keywords
Mean squared error; Stein-rule estimator; Minimum mean squared error estimator; Ad-justed Minimum mean squared error estimator; weighted average estimator;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-03-22 (Econometrics)
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