James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator
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- Kim T-H. & White H., 2001. "James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 697-705, June.
- Kim, Tae-Hwan & White, Halbert, 1999. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series qt9914w10r, Department of Economics, UC San Diego.
- Kim, Tae-Hwan & White, Halbert, 2000. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series qt4zq9k3qh, Department of Economics, UC San Diego.
References listed on IDEAS
- Bates, Charles E. & White, Halbert, 1993. "Determination of Estimators with Minimum Asymptotic Covariance Matrices," Econometric Theory, Cambridge University Press, vol. 9(4), pages 633-648, August.
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- Clarke, Judith A., 2008.
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- Judith A. Clarke, 2007. "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers 0701, Department of Economics, University of Victoria.
- Peter Boatwright & Ajay Kalra & Wei Zhang, 2008. "Research Note--Should Consumers Use the Halo to Form Product Evaluations?," Management Science, INFORMS, vol. 54(1), pages 217-223, January.
- An, Lihua & Nkurunziza, Sévérien & Fung, Karen Y. & Krewski, Daniel & Luginaah, Isaac, 2009. "Shrinkage estimation in general linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2537-2549, May.
- Muhammad Qasim, 2024. "A weighted average limited information maximum likelihood estimator," Statistical Papers, Springer, vol. 65(5), pages 2641-2666, July.
- Judge G.G. & Mittelhammer R.C., 2004.
"A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss,"
Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 479-487, January.
- Judge, George G. & Mittelhammer, Ron C, 2003. "A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8z25j0w3, Department of Agricultural & Resource Economics, UC Berkeley.
- Judge, George G. & Mittelhammer, Ronald C., 2003. "A Semi-Parametric Basis for Combining Estimation Problems Under Quadratic Loss," CUDARE Working Papers 25103, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Tae-Hwan Kim, & Christophe Muller, 2012.
"Bias Transmission and Variance Reduction in Two-Stage Quantile Regression,"
AMSE Working Papers
1221, Aix-Marseille School of Economics, France.
- Tae-Hwan Kim & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers halshs-00793372, HAL.
- Li, Haiqi & Chen, Xingyi & Liang, Jufang, 2022. "Shrinkage estimation of panel data models with interactive effects," Economics Letters, Elsevier, vol. 210(C).
- Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
- Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti, 2007. "Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 803-810, April.
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Keywords
shrinkage; asymtotic risk; combination estimator;All these keywords.
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