Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
| Year of publication: |
2009
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|---|---|
| Authors: | Ohtani, Kazuhiro ; Wan, Alan |
| Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 1, p. 151-160
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| Publisher: |
Springer |
| Subject: | Omitted variables | Pitman nearness | Stein variance estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391186