Pitman closeness for Stein-rule estimators of regression coefficients

A. K. Srivastava and V. K. Srivastava

Statistics & Probability Letters, 1993, vol. 18, issue 2, 85-89

Abstract: 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.

Date: 1993
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