Arbeitspapier
Risk performance of Stein-rule estimators over the least squares estimators of regression coefficients under quadratic loss structures
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.
- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Paper ; No. 495
- Event
-
Geistige Schöpfung
- (who)
-
Shalabh
Toutenburg, Helge
Heumann, Christian
- Event
-
Veröffentlichung
- (who)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (where)
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München
- (when)
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2006
- DOI
-
doi:10.5282/ubm/epub.1863
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1863-7
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Shalabh
- Toutenburg, Helge
- Heumann, Christian
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Time of origin
- 2006
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