21
Views
15
CrossRef citations to date
0
Altmetric
Original Articles

Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's

Pages 491-496 | Published online: 09 Apr 2012

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (11)

Akio Namba & Kazuhiro Ohtani. (2018) MSE performance of the weighted average estimators consisting of shrinkage estimators. Communications in Statistics - Theory and Methods 47:5, pages 1204-1214.
Read now
Nimet Özbay & Selahattin Kaçıranlar. (2017) The performance of the adaptive optimal estimator under the extended balanced loss function. Communications in Statistics - Theory and Methods 46:22, pages 11315-11326.
Read now
João Lita Da Silva, João Tiago Mexia & Luís Pedro Ramos. (2015) On the Strong Consistency of Ridge Estimates. Communications in Statistics - Theory and Methods 44:3, pages 617-626.
Read now
Kazuhiro Ohtani. (1998) Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted. Journal of Statistical Computation and Simulation 61:1-2, pages 61-75.
Read now
Kazuhiro Ohtani. (1996) On an adjustment of degrees of freedom in the minimim mean squared error ertimator. Communications in Statistics - Theory and Methods 25:12, pages 3049-3058.
Read now
Kazuhiro Ohtani. (1996) Exact small sample properties of an operational variant of the minimum mean squared error estimator. Communications in Statistics - Theory and Methods 25:6, pages 1223-1231.
Read now
R.W. Farebrother. (1984) The restricted least squares estimator and ridge regression. Communications in Statistics - Theory and Methods 13:2, pages 191-196.
Read now
R. Craig Van Nostrand. (1980) Comment. Journal of the American Statistical Association 75:369, pages 92-94.
Read now
NormanR. Draper & R. Craig Van Nostrand. (1979) Ridge Regression and James-Stein Estimation: Review and Comments. Technometrics 21:4, pages 451-466.
Read now
S. G. Carmer & W. T. Hsieh. (1978) A simulation study of five biased estimators for straight line regression. Communications in Statistics - Simulation and Computation 7:6, pages 529-548.
Read now
M. Stone. (1978) Cross-validation:a review . Series Statistics 9:1, pages 127-139.
Read now

Articles from other publishers (4)

João Lita da Silva. (2014) Some strong consistency results in stochastic regression. Journal of Multivariate Analysis 129, pages 220-226.
Crossref
Kazuhiro Ohtani. (1999) MSE performance of a heterogeneous pre-test estimator. Statistics & Probability Letters 41:1, pages 65-71.
Crossref
Kazuhiro Ohtani. (1998) An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression. Test 7:2, pages 361-376.
Crossref
M. Precht & P. S. S. N. V. P. Rao. (1985) An evaluation of biased estimators of regression coefficients—A simulation study. Statistische Hefte 26:1, pages 263-285.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.