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

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.

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Year of publication:	2006
Authors:	Toutenburg, Helge ; Heumann, Christian
Publisher:	München : Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen

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Series:	Discussion Paper ; 495
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.5282/ubm/epub.1863 [DOI] 52118455X [GVK] hdl:10419/31089 [Handle]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010276839