An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression

Kazuhiro Ohtani

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1998, vol. 7, issue 2, 376 pages

Keywords: Linear restrictions; mean squared error; minimum mean squared error estimators; restricted estimator; Stein-rule estimators; 90C99; 93A99; 90D99 (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1007/BF02565118

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