Selecting a double k-class estimator for regression coefficients
Richard (Robin) Carter,
V. K. Srivastava and
Anoop Chaturvedi ()
Statistics & Probability Letters, 1993, vol. 18, issue 5, 363-371
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.
Keywords: Double; k-class; minimum; risk; feasible; choise; elasticity (search for similar items in EconPapers)
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