Far East Journal of Theoretical Statistics
Volume 21, Issue 1, Pages 1 - 12
(January 2007)
|
|
MORE ON THE INADMISSIBILITY OF THE ITERATIVE STEIN-RULE
ESTIMATOR OF THE DISTURBANCE VARIANCE IN A LINEAR REGRESSION
Deniz Ünal (Turkey)
|
Abstract: The aim of this paper is to find the conditions to dominate
the variance of the iterative Stein-rule estimator of the disturbance variance
by variance of the usual estimator of the disturbance
variance theoretically. |
Keywords and phrases: Keywords and phrases: iterative Stein-rule estimator,
Stein-rule estimator. |
Communicated by Yeong-Tzay Su |
Number of Downloads: 241 | Number of Views: 829 |
|