Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31089 
Year of Publication: 
2006
Series/Report no.: 
Discussion Paper No. 495
Publisher: 
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, München
Abstract: 
This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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