Econometrica: May 1978, Volume 46, Issue 3
Double k-Class Estimators of Coefficients in Linear Regression
Aman Ullah, Shobha UllahThis 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 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.
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