A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss
Open Access
- 31 August 1976
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 4 (3) , 285-294
- https://doi.org/10.1016/0304-4076(76)90038-5
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Minimax Estimators of the Mean of a Multivariate Normal DistributionThe Annals of Statistics, 1975
- Post Data Model EvaluationThe Review of Economics and Statistics, 1974
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes ApproachJournal of the American Statistical Association, 1973
- The Statistical Consequences of Preliminary Test Estimators in RegressionJournal of the American Statistical Association, 1973
- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal DistributionThe Annals of Mathematical Statistics, 1972
- Some Finite Sample Results for Theil's Mixed Regression EstimatorJournal of the American Statistical Association, 1972
- Proper Bayes Minimax Estimators of the Multivariate Normal MeanThe Annals of Mathematical Statistics, 1971
- Parameter Estimates and Autonomous GrowthJournal of the American Statistical Association, 1959