The non-optimality of interval restricted and pre-test estimators under squared error loss
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 2231-2252 |
| Journal / Publication | Communications in Statistics - Theory and Methods |
| Volume | 23 |
| Issue number | 8 |
| Publication status | Published - 1 Jan 1994 |
| Externally published | Yes |
Link(s)
Abstract
We consider the linear regression model with an interval restriction imposed on the coefficients, and examine the sampling performance of a family of Stein interval restricted and pre-test estimators for the coefficient vector.The risk, under squared error loss, of these Stein-like estimators are derived, and the inadmissibility of the maximum likelihood interval restricted and pre-test estimators is demonstrated. © 1994, Taylor & Francis Group, LLC. All rights reserved.
Research Area(s)
- interval restriction, positive-part Stein-rule, pre-test, Stein-rule
Citation Format(s)
The non-optimality of interval restricted and pre-test estimators under squared error loss. / Wan, Alan T.K.
In: Communications in Statistics - Theory and Methods, Vol. 23, No. 8, 01.01.1994, p. 2231-2252.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
