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An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression

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  • Kazuhiro Ohtani

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  • Kazuhiro Ohtani, 1998. "An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 361-376, December.
    • Handle: RePEc:spr:testjl:v:7:y:1998:i:2:p:361-376
    DOI: 10.1007/BF02565118
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    References listed on IDEAS

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    1. Cellier, D. & Fourdrinier, D., 1995. "Shrinkage Estimators under Spherical Symmetry for the General Linear Model," Journal of Multivariate Analysis, Elsevier, vol. 52(2), pages 338-351, February.
    2. Ohtani, Kazuhiro, 1993. "A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model," Econometric Theory, Cambridge University Press, vol. 9(4), pages 668-679, August.
    3. Lee C. Adkins & R. Carter Hill, 1990. "The RLS Positive-Part Stein Estimator," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(3), pages 727-730.
    4. repec:cup:etheor:v:9:y:1993:i:4:p:668-79 is not listed on IDEAS
    5. Srivastava, V. K. & Srivastava, A. K., 1994. "A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 317-319, March.
    6. Mittelhammer, R.C., 1984. "Restricted least squares, pre-test, ols and stein rule estimators: Risk comparisons under model misspecification," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 151-164.
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    Cited by:

    1. Román Salmerón Gómez & Ainara Rodríguez Sánchez & Catalina García García & José García Pérez, 2020. "The VIF and MSE in Raise Regression," Mathematics, MDPI, vol. 8(4), pages 1-28, April.

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