• Journal of the Korean Statistical Society
• /
• 제31권2호
• /
• pp.229-235
• /
• 2002

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.