Risk Performance Of Stein-Rule Estimators Over The Least Squares Estimators Of Regression Coefficients Under Quadratic Loss Structures

Shalabh and Toutenburg, Helge and Heumann, Christian (2006): Risk Performance Of Stein-Rule Estimators Over The Least Squares Estimators Of Regression Coefficients Under Quadratic Loss Structures. Collaborative Research Center 386, Discussion Paper 495

Abstract

This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.

• Item Type: Paper (Research Paper)
• Collections: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics