The informational gain from Stein and hierarchial Stein estimators

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

Digital Object Identifier (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

Publisher

• Elsevier BV 

Published In

• Economics Letters  Journal

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

Digital Object Identifier (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