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The informational gain from Stein and hierarchial Stein estimators

Journal Article


Abstract


  • The paper presents some results on a decomposition of the informational gain for Stein and hierarchial Stein estimators in multiple regression with three or more independent variables. The results provide a useful guide in practical applications of Stein procedures. © 1987.

UOW Authors


  •   Tran, Jimmy Van Hoa. (external author)

Publication Date


  • 1987

Citation


  • Van Hoa, T. (1987). The informational gain from Stein and hierarchial Stein estimators. Economics Letters, 23(3), 263-267. doi:10.1016/0165-1765(87)90162-5

Scopus Eid


  • 2-s2.0-45949124572

Web Of Science Accession Number


Start Page


  • 263

End Page


  • 267

Volume


  • 23

Issue


  • 3

Abstract


  • The paper presents some results on a decomposition of the informational gain for Stein and hierarchial Stein estimators in multiple regression with three or more independent variables. The results provide a useful guide in practical applications of Stein procedures. © 1987.

UOW Authors


  •   Tran, Jimmy Van Hoa. (external author)

Publication Date


  • 1987

Citation


  • Van Hoa, T. (1987). The informational gain from Stein and hierarchial Stein estimators. Economics Letters, 23(3), 263-267. doi:10.1016/0165-1765(87)90162-5

Scopus Eid


  • 2-s2.0-45949124572

Web Of Science Accession Number


Start Page


  • 263

End Page


  • 267

Volume


  • 23

Issue


  • 3