Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted.
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| Title: | Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted. |
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| Authors: | Ohtani, Kazuhiro1 ohtani@econ.kobe-u.ac.jp, Wan, Alan T. K.2 MSAWAN@cityu.edu.hk |
| Source: | Statistical Papers. Jan2009, Vol. 50 Issue 1, p151-160. 10p. |
| Database: | Business Source Ultimate |
| ISSN: | 09325026 |
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| DOI: | 10.1007/s00362-007-0047-6 |