Pitman closeness for Stein-rule estimators of regression coefficients
For estimating the coefficients in a linear regression model, the Stein-rule estimators are considered and their performance is studied according to the criterion of Pitman closeness. For this purpose, an asymptotic approximation for the criterion is derived and analyzed.
Year of publication: |
1993
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Authors: | Srivastava, A. K. ; Srivastava, V. K. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 18.1993, 2, p. 85-89
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Publisher: |
Elsevier |
Saved in:
Online Resource
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