Least squares, preliminary test and Stein-type estimation in general vector AR(p) models

Statistica Neerlandica

Volumn 54, Issue 1, 2000, Pages 47-66

  Ahmed, S E ^a   Basu, A K ^b  

^a UNIVERSITY OF REGINA   (Canada)

^b UNIVERSITY OF CALCUTTA   (India)

Author keywords

Asymptotic bias; Asymptotic distributional risk; Local alternatives; Preliminary test estimators; Shrinkage estimators; Vector autoregressive multivariate least squares estimators

Indexed keywords

EID: 0034348942     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9574.00125     Document Type: Article

References (20)

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