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Book Reviews

The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics

Pages 389-390 | Published online: 09 Apr 2012

REFERENCES

  • Cox , D. R. 1975 . “ Prediction intervals and empirical Bayes confidence intervals ” . In Perspectives in Probability and Statistics , Edited by: Gani , J. London : Academic Press .
  • James , W. and Stein , C. Estimation with quadratic loss . Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability . Vol. 1 , pp. 361 – 397 . Berkeley : University of California Press .
  • Leonard , T. 1976 . Some alternative approaches to multiparameter estimation . Biometrika , 63 : 69 – 75 .
  • Lord , F. M. and Cressie , N. 1975 . An empirical Bayes procedure for finding an interval estimate . Sankhyd , 37 ( B ) : 1 – 9 .
  • Rao , C. R. 1976 . Estimation of parameters in a linear model . Ann. of Statist. , 4 : 1023 – 1037 .
  • Stein , C. Inadmissibility of the usual estimator for the mean of a multivariate normal distribution . Proceedings of the Third Berkeley Symposium . Vol. I , pp. 197 – 206 . Berkeley : University of California Press .

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