Citations (26)
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Haifeng Xu & Kazuhiro Ohtani. (2019) PMSE performance of two different types of preliminary test estimators under a multivariate t error term. Communications in Statistics - Theory and Methods 48:17, pages 4320-4338.
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Haifeng Xu & Akio Namba. (2019) MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated. Communications in Statistics - Theory and Methods 48:13, pages 3280-3290.
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Akio Namba & Haifeng Xu. (2018) A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model. Journal of Statistical Computation and Simulation 88:11, pages 2034-2047.
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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.
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Haifeng Xu. (2016) Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model. Communications in Statistics - Theory and Methods 45:2, pages 506-519.
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Helen Bao & Alan Wan. (2007) Improved Estimators of Hedonic Housing Price Models. Journal of Real Estate Research 29:3, pages 267-302.
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Kazuhiro Ohtani & Alan
T. K. Wan. (2002) ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION. Econometric Reviews 21:1, pages 121-134.
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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.
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Articles from other publishers (18)
Ping Peng, Guikai Hu & Muhua Ding. (2016) Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors. Journal of the Korean Statistical Society 45:3, pages 477-489.
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Amresh Bahadur Pal, Ashutosh Kumar Dubey & Anoop Chaturvedi. (2016) Shrinkage estimation in spatial autoregressive model. Journal of Multivariate Analysis 143, pages 362-373.
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Guikai Hu, Qingguo Li & Shenghua Yu. (2014)
Risk Comparison of Improved Estimators in a Linear Regression Model with Multivariate
Errors under Balanced Loss Function
. Journal of Applied Mathematics 2014, pages 1-7.
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Anoop Chaturvedi & Suchita Kesarwani. (2012) Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances. Journal of Systems Science and Complexity 26:2, pages 209-231.
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Shalabh, G. Garg & C. Heumann. (2012)
Performance of double
-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
. Journal of Multivariate Analysis 112, pages 35-47.
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Akio Namba. (2003) On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated. Statistical Papers 44:1, pages 117-124.
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Alan T.K. Wan & Anoop Chaturvedi. (2001) Double k-Class Estimators in Regression Models with Non-spherical Disturbances. Journal of Multivariate Analysis 79:2, pages 226-250.
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Kazuhiro Ohtani. (2001) MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression. Statistics & Probability Letters 54:3, pages 331-340.
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Takakatsu Inoue. (2001) IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 31:1, pages 67-83.
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Akio Namba. (2001) MSE performance of the 2SHI estimator in a regression model with multivariate t error terms. Statistical Papers 42:1, pages 81-96.
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Akio Namba. (2000) MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression. Journal of Statistical Planning and Inference 89:1-2, pages 175-185.
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Kazuhiro Ohtani. (2000) Pre-test double k-class estimators in linear regression. Journal of Statistical Planning and Inference 87:2, pages 287-299.
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Alan T.K. Wan & Kazuhiro Ohtani. (2000) Minimum mean-squared error estimation in linear regression with an inequality constraint. Journal of Statistical Planning and Inference 86:1, pages 157-173.
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Takakatsu Inoue. (2000) IMPROVING EFFICIENCY OF THE'HKB'ORDINARY TYPE RIDGE ESTIMATOR. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 30:2, pages 237-251.
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Alan T.K. Wan & Hiroko Kurumai. (1999) An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss. Statistics & Probability Letters 45:3, pages 253-259.
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Kazuhiro Ohtani. (1999) MSE performance of a heterogeneous pre-test estimator. Statistics & Probability Letters 41:1, pages 65-71.
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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.
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Helen X. Bao & Alan T. K. Wan. (2006) Improved Estimators of Hedonic Housing Price Models. SSRN Electronic Journal.
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