An empirical Bayes Stein-type estimator for regression parameters under linear constraints

Statistics

Volumn 30, Issue 2, 1997, Pages 91-98

  Hoffmann, Kurt ^a  

^a NONE   (Germany)

Author keywords

Empirical Bayes estimators; Linear regression; Stein type estimators

Indexed keywords

EID: 5244278073     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802603     Document Type: Article

References (9)

1. Baur, F. (1984) Einige lineare und nicht-lineare Alternativen zum Kleinst-Quadrate-Schātzer im verallgemeinerten linearen Modell. Verlag Anton Hain, Meisenheim.
2. Berger, J. O. and Berliner, L. M. (1984) Bayesian input in Stein-estimation and a new minimax empirical Bayes estimator. J. Econometrics, 25, 87-108.
3. Egerton, M. F. and Laycock, P. J. (1982) An explicit formula for the risk of James-Stein estimators. The Canadian Journal of Statistics, 10, 199-205.
4. Hoffmann, K. (1992) Improved Estimation of Distribution Parameters: Stein-Type Estimators. Teubner Verlag, Stuttgart-Leipzig.
5. Hoffmann, K. (1993) Generalized Bayes Stein-type estimators for regression parameters under linear constraints. J. Multivariate Anal., 46, 120-130.
6. James, W. and Stein, C. (1961) Estimation with quadratic loss. Proc. 4th Berkeley Symp. Math. Stat. Prob. 1, 361-379. Univ. California Press, Berkeley.
7. Judge, G. G. and Bock, M. E. (1978) The Statistical Implications of Pre-test and Stein-Rule Estimators in Econometrics. North-Holland, Amsterdam.
8. Judge, G. G., Hill, R. C. and Bock, M. E. (1990) An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss. J. Econometrics 44, 189-213.
9. Stein, C. (1966) An approach to the recovery of inter-block information in balanced incomplete block designs. Festschrift for J. Neyman, in David, F. N. ed., New York. John Wiley & Sons, Inc., 351-366.