Econometrica Vol. 46 No. 3 1978
Double k-Class Estimators of Coefficients in Linear Regression
Abstract
[This paper develops a new family of biased estimators, namely the double k-class, for the parameters of the general linear regression model. We note that James and Stein[7] Stein-rule estimator in the regression context is a member of the family of double k-class. The conditions for the existence of the moments and expressions for the exact and approximate bias, moment matrix, and the risk function of the double k-class estimator are analyzed.]
- DOI
- 10.2307/1914242
- Volume
- 46
- Issue
- 3
- Pages
- 705
- Sources
- bibtex:phds-export.bib crossref openalex