Stein-rule estimation under an extended balanced loss function

Journal of Statistical Computation and Simulation

Volumn 79, Issue 10, 2009, Pages 1259-1273

  Shalabh, ^a   Toutenburg, H ^b   Heumann, C ^b  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

^b UNIVERSITY OF MUNICH   (Germany)

Author keywords

Balanced loss function; Linear regression model; Non normal disturbances; Ordinary least squares estimator; Stein rule estimator

Indexed keywords

EID: 70350191983     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650802258562     Document Type: Article

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