24
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Pitman Closeness Comparison of Least Squares and Stein-Rule Estimators in Linear Regression Models with Non-Normal Disturbances

Pages 89-100 | Published online: 14 Aug 2013

  • JudgeG.C. and BockM.E. (1978). Statistical Implications Of Pre-test And Stein-rule Estimators In Econometrics. North - Holland Publishing Company.
  • KeatingJ.P. and MasonR.L. (1988). James-Stein estimation from an alternative perspective. The American Statistician. 42, 160–164.
  • RaoC.R. (1974). Linear Statistical Inference And Its Applications. Wiley.
  • SenP.K., KubokawaT. and MdA. K. SalehE. (1989). The Stein paradox in the sense of the Pitman measure of closeness. Annals of Statistics. 17, 1375–1386.
  • ShaoJ. and TuD. (1995). The Jacknife and Bootstrap. Springer.
  • SrivastavaA.K. and SrivastavaV.K. (1993). Pitman closeness for Stein-rule estimators of regression coefficients. Statistics and Probability Letters, 18, 85–89.
  • UllahA., SrivastavaV.K. and ChandraR. (1983). Properties of Shrinkage estimators in linear regression when disturbances are not normal. Journal of Econometrics, 21, 389–402.

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.