Selecting a double k-class estimator for regression coefficients

This paper considers the choice of scalars characterizing the double k-class estimators of the coefficients in a linear regression model. We demonstrate the existence of a double k-class estimator that dominates the least squares and Stein-rule estimators and we give feasible values for the characterizing scalars which nearly minimize the risk of the estimator.

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Year of publication:	1993
Authors:	Carter, R. A. L. ; Srivastava, V. K. ; Chaturvedi, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 18.1993, 5, p. 363-371
Publisher:	Elsevier
Keywords:	Double k-class minimum risk feasible choise elasticity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254194