James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator

Tae-Hwan Kim () and Halbert White

Journal of the American Statistical Association, 2001, vol. 96, 697-705

Date: 2001
References: Add references at CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://www.ingentaconnect.com/content/asa/jasa/2001/00000096/00000454/art00028 full text (application/pdf)
Access to full text is restricted to subscribers.

Related works:
Working Paper: James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator (2000)
Working Paper: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator (2000)
Working Paper: James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlasa:v:96:y:2001:m:june:p:697-705

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of the American Statistical Association is currently edited by Leonard A. Stefanski

More articles in Journal of the American Statistical Association from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().