MSE performance of a heterogeneous pre-test estimator
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Cited by:
- Alan Wan & Anoop Chaturvedi, 2000. "Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 332-342, June.
- Akio Namba & Kazuhiro Ohtani, 2018.
"MSE performance of the weighted average estimators consisting of shrinkage estimators,"
Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(5), pages 1204-1214, March.
- Akio Namba & Kazuhiro Ohtani, 2015. "MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators," Discussion Papers 1513, Graduate School of Economics, Kobe University.
- Maples, Chellie H. & Hagerman, Amy D. & Lambert, Dayton M., 2022. "Ex-ante effects of the 2018 Agricultural Improvement Act’s grassland initiative," Land Use Policy, Elsevier, vol. 116(C).
- Reif, Jiri & Vlcek, Karel, 2002. "Optimal pre-test estimators in regression," Journal of Econometrics, Elsevier, vol. 110(1), pages 91-102, September.
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Keywords
Adjusted minimum MSE estimator MSE Positive-part Stein-rule estimator Heterogeneous pre-test estimator Stein-rule estimator;Statistics
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