On an adjustment of degrees of freedom in the minimum mean squared error estimator

Communications in Statistics - Theory and Methods

Volumn 25, Issue 12, 1996, Pages 3049-3058

  Ohtani, Kazuhiro ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Adjustment of degrees of freedom; Minimum MSE estimator; MSE; Positive part Stein rule estimator; Stein rule estimator

Indexed keywords

EID: 0000963814     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831885     Document Type: Article

References (10)

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3. James, W. and C. Stein (1961), Estimation with quadratic loss, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability 1, (Berkeley, University of California Press), 361-379.
4. Liski, E.P., H. Toutenburg and G. Trenkler (1993), Minimum mean square error estimation in linear regression, Journal of Statistical Planning and Inference, 37, 203-214.
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6. Ohtani. K. (1996), Exact small sample properties of an operational variant of the minimum mean squared error estimator, forthcoming in Communications in Statistics-Theory and Methods.
7. Shao, P.Y-S. and W.E. Strawderman (1994), Improving on the James-Stein positive-part estimator, Annals of Statistics, 22, 1517-1538.
8. Stein, C. (1956), Inadmissibility of the usual estimator for the mean of a multivariate normal distribution, Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability 1, (Berkeley, University of California Press), 197-206.
9. Theil, H. (1971). Principles of Econometrics, (New York, John Wiley).
10. Vinod, H.D. (1976), Simulation and extension of a minimum mean squared error estimator in comparison with Stein's, Technometrics, 18, 491-196.