Risk performance of Stein-rule estimators over the least squares estimators of regression coefficients under quadratic loss structures

Shalabh; H. Toutenburg; C. Heumann

This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.

Year of publication:	03 Nov. 2006
Other Persons:	Shalabh (contributor) ; Toutenburg, Helge (contributor) ; Heumann, Christian (contributor)
Publisher:	München : Techn. Univ., Sonderforschungsbereich Statistische Analyse Diskreter Strukturen
Subject:	Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Kleinste-Quadrate-Methode \| Least squares method

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