Mean squared error matrix comparison of least aquares and Stein-rule estimators for regression coefficients under non-normal disturbances
| Year of publication: |
2008
|
|---|---|
| Authors: | Shalabh ; Toutenburg, H. ; Heumann, C. |
| Published in: |
Metron - International Journal of Statistics. - Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome. - Vol. LXVI.2008, 3, p. 285-298
|
| Publisher: |
Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome |
Saved in:
Saved in favorites
Similar items by person
-
Optimal estimation in a linear regression model using incomplete prior information
Toutenburg, Helge, (2009)
-
Toutenburg, Helge, (2005)
-
Shalabh, (2006)
- More ...