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Pitman Nearness for a Generalized Stein-Rule Estimators of Regression Coefficients  

R. Karan Singh (Department of Statistic, Lucknow University)
N. Rastogi (Department of Statistic, Lucknow University)
Publication Information
Journal of the Korean Statistical Society / v.31, no.2, 2002 , pp. 229-235 More about this Journal
Abstract
A generalized Stein-rule estimator of the vector of regression coefficients in linear regression model is considered and its properties are analyzed according to the criterion of Pitman nearness. A comparative study shows that the generalized Stein-rule estimator representing a class of estimators contains particular members which are better than the usual Stein-rule estimator according to the Pitman closeness.
Keywords
Generalized Stein-rule estimator; Pitman closeness; maximum likelihood estimator;
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