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.

引用

页码：85 / 89

页数：5

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