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Volumn 40, Issue 2, 1998, Pages 181-187

On the sampling performance of an improved Stein inequality restricted estimator

Author keywords

Inequality constraints; Quadratic loss; Stein rule

Indexed keywords


EID: 0043044677     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00020     Document Type: Article
Times cited : (9)

References (15)
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  • 2
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    • Improved estimation of the disturbance variance in a linear regression model
    • GELFAND, A.E. & DEY, D.K. (1988). Improved estimation of the disturbance variance in a linear regression model. J. Econometrics 39, 387-395.
    • (1988) J. Econometrics , vol.39 , pp. 387-395
    • Gelfand, A.E.1    Dey, D.K.2
  • 3
    • 84972545043 scopus 로고
    • Comment on 'Decision theoretic variance estimation' by Maatta and Casella
    • GEORGE, E.I. (1990). Comment on 'Decision theoretic variance estimation' by Maatta and Casella. Statist. Sci. 5, 107-109.
    • (1990) Statist. Sci. , vol.5 , pp. 107-109
    • George, E.I.1
  • 5
    • 0011557822 scopus 로고
    • Sampling properties of an inequality restricted estimator
    • _ & YANCEY, T.A. (1981). Sampling properties of an inequality restricted estimator. Economics Lett. 7, 327-333.
    • (1981) Economics Lett. , vol.7 , pp. 327-333
    • Yancey, T.A.1
  • 7
    • 0043044657 scopus 로고
    • The non-optimality of the inequality restricted estimator under squared error loss
    • _, _, BOCK, M.E. & BOHRER, R. (1984). The non-optimality of the inequality restricted estimator under squared error loss. J. Econometrics 25, 165-177.
    • (1984) J. Econometrics , vol.25 , pp. 165-177
    • Bock, M.E.1    Bohrer, R.2
  • 8
    • 38249029834 scopus 로고
    • Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
    • OHTANI, K. (1988). Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression. Econom. Lett. 28, 151-156.
    • (1988) Econom. Lett. , vol.28 , pp. 151-156
    • Ohtani, K.1
  • 9
    • 0042043001 scopus 로고
    • Some sampling properties of the least squares estimator over an interval constraint when error terms have a multivariate t distribution
    • _ (1991). Some sampling properties of the least squares estimator over an interval constraint when error terms have a multivariate t distribution. J. Japan Statist. Soc. 21, 197-204.
    • (1991) J. Japan Statist. Soc. , vol.21 , pp. 197-204
  • 10
    • 0030565390 scopus 로고    scopus 로고
    • Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
    • _ (1996). Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model. Statist. Probab. Lett. 29, 191-199.
    • (1996) Statist. Probab. Lett. , vol.29 , pp. 191-199
  • 11
    • 0001703524 scopus 로고
    • Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
    • STEIN, C. (1964). Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean. Ann. Inst. Statist. Math. 16, 155-160.
    • (1964) Ann. Inst. Statist. Math. , vol.16 , pp. 155-160
    • Stein, C.1
  • 12
    • 0019914559 scopus 로고
    • A note on the comparison of the mean square error of inequality constrained least squares and other related estimators
    • THOMSON, M.C. & SCHMIDT, P. (1982). A note on the comparison of the mean square error of inequality constrained least squares and other related estimators. Rev. Econom. Statist. 64, 174-176.
    • (1982) Rev. Econom. Statist. , vol.64 , pp. 174-176
    • Thomson, M.C.1    Schmidt, P.2
  • 13
    • 84990504420 scopus 로고
    • The sampling performance of inequality restricted and pre-test estimators in a misspecified linear model
    • WAN, A.T.K. (1994a). The sampling performance of inequality restricted and pre-test estimators in a misspecified linear model. Austral. J. Statist. 36, 313-325.
    • (1994) Austral. J. Statist. , vol.36 , pp. 313-325
    • Wan, A.T.K.1
  • 14
    • 21844500773 scopus 로고
    • Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
    • _ (1994b). Risk comparison of the inequality constrained least squares and other related estimators under balanced loss. Econom. Lett. 46, 203-210.
    • (1994) Econom. Lett. , vol.46 , pp. 203-210
  • 15
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    • The non-optimality of interval restricted and pre-test estimators under squared error loss
    • _ (1994c). The non-optimality of interval restricted and pre-test estimators under squared error loss. Comm. Statist. A - Theory Methods 23, 2231-2252.
    • (1994) Comm. Statist. A - Theory Methods , vol.23 , pp. 2231-2252


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.