PITMAN CLOSENESS FOR STEIN-RULE ESTIMATORS OF REGRESSION-COEFFICIENTS

被引：8
|
作者：
SRIVASTAVA, AK [1 ]
SRIVASTAVA, VK [1 ]
机构：
[1] UNIV LUCKNOW,DEPT STAT,LUCKNOW 226007,UTTAR PRADESH,INDIA
来源：
STATISTICS & PROBABILITY LETTERS | 1993年 / 18卷 / 02期
关键词：
ASYMPTOTIC APPROXIMATION; PITMAN NEARNESS; REGRESSION MODEL; STEIN-RULE ESTIMATORS;
D O I：
10.1016/0167-7152(93)90175-I
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
For estimating the coefficients in a linear regression model, the Stein-rule estimators are considered and their performance is studied according to the criterion of Pitman closeness. For this purpose, an asymptotic approximation for the criterion is derived and analyzed.
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页码：85 / 89
页数：5
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