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

Journal Article


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

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

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

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

Scopus Eid


  • 2-s2.0-46149135369

Web Of Science Accession Number


Start Page


  • 241

End Page


  • 245

Volume


  • 22

Issue


  • 2-3