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Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted

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  • Kazuhiro Ohtani
  • Alan Wan

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  • Kazuhiro Ohtani & Alan Wan, 2009. "Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted," Statistical Papers, Springer, vol. 50(1), pages 151-160, January.
    • Handle: RePEc:spr:stpapr:v:50:y:2009:i:1:p:151-160
    DOI: 10.1007/s00362-007-0047-6
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    References listed on IDEAS

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    1. Gelfand, Alan E. & Dey, Dipak K., 1988. "Improved estimation of the disturbance variance in a linear regression model," Journal of Econometrics, Elsevier, vol. 39(3), pages 387-395, November.
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    Cited by:

    1. Hu, Guikai & Yu, Shenghua & Luo, Han, 2015. "Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 266-276.

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