Improved finite-sample estimators in linear models. Generalized ridge and positive-part Stein

Citation

• Van Hoa, T. (1986). Improved finite-sample estimators in linear models. Generalized ridge and positive-part Stein. Economics Letters, 22(2-3), 241-245. doi:10.1016/0165-1765(86)90240-5

Digital Object Identifier (doi)

• 10.1016/0165-1765(86)90240-5

Scopus Eid

• 2-s2.0-46149135369

Web Of Science Accession Number

Start Page

• 241

End Page

• 245

Volume

• 22

Issue

• 2-3

Abstract

• The paper demonstrates the dominance, in terms of average mean squared errors, of the explicit positive-part Stein estimator over the generalized ridge estimator in normal linear regression models. © 1986.

UOW Authors

•   Tran, Jimmy Van Hoa. (external author)

Publication Date

• 1986

Publisher

• Elsevier BV 

Published In

• Economics Letters  Journal

Citation

• Van Hoa, T. (1986). Improved finite-sample estimators in linear models. Generalized ridge and positive-part Stein. Economics Letters, 22(2-3), 241-245. doi:10.1016/0165-1765(86)90240-5

Digital Object Identifier (doi)

• 10.1016/0165-1765(86)90240-5

Scopus Eid

• 2-s2.0-46149135369

Web Of Science Accession Number

Start Page

• 241

End Page

• 245

Volume

• 22

Issue

• 2-3