Namba, Akio; Ohtani, Kazuhiro - Faculty of Economics, Kobe University - 2015
In this paper we consider a regression model and propose estimators which are the weighted averages of two estimators among three estimators; the Stein-rule (SR), minimum mean squared error (MMSE) and the adjusted minimum mean squared error (AMMSE) estimators. We derive the formula for the mean...
