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

Shalabh; Toutenburg, Helge und Heumann, Christian (2006): Risk Performance Of Stein-Rule Estimators Over The Least Squares Estimators Of Regression Coefficients Under Quadratic Loss Structures. Sonderforschungsbereich 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.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch