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Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model

✍ Scribed by Kazuhiro Ohtani

Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 435 KB
Volume: 29
Category: Article
ISSN: 0167-7152
DOI: 10.1016/0167-7152(95)00173-5

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where B and C are nonstochastic matrices of the appropriate order in each case. When additionally B is symmetric, However, in the article, only the first result was utilized, with no serious consequences, as the matrix B is symmetric. The other results in (4) are correct.